Abstract
This paper considers a dependent competing risks model with the distribution of one risk being a semiparametric proportional hazards model, whereas the model for the other risks and the degree of risk dependence of an Archimedean copula are unknown. Identifiability is shown when there is at least one covariate with at least two values. Estimation is done by means of a n-consistent semiparametric two-step procedure. Applicability and attractive finite sample performance are demonstrated with the help of simulations. An application to unemployment duration confirms the importance of estimating rather than assuming risk dependence.
| Original language | English |
|---|---|
| Article number | 105276 |
| Journal | Journal of Multivariate Analysis |
| Volume | 201 |
| DOIs | |
| Publication status | Published - May 2024 |
UN SDGs
This output contributes to the following UN Sustainable Development Goals (SDGs)
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SDG 8 Decent Work and Economic Growth
Keywords
- Archimedean copula
- Depending censoring
- Identifiability
ASJC Scopus subject areas
- Statistics and Probability
- Numerical Analysis
- Statistics, Probability and Uncertainty
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