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Identifiability and estimation of the competing risks model under exclusion restrictions
Munir Hiabu
,
Simon M.S. Lo
, Ralf A. Wilke
Economics and Finance - (CBE)
Research output
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Contribution to journal
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Article
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peer-review
Overview
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Mathematics
Archimedean
25%
Competing Risk
25%
Competing Risk Model
100%
Copula
50%
Copula-Graphic Estimator
25%
Dependence Structure
25%
Estimation Approach
25%
Exclusion Restriction
100%
Identifiability
100%
Marginal Distribution
75%
Marginals
25%
Parametric
75%
Semiparametric Estimation
25%
Keyphrases
Archimedean Copula
25%
Competing Risks
25%
Copula-graphic Estimator
25%
Dependence Structure
25%
Estimation Approaches
25%
Exclusion Restriction
100%
Heavy Use
25%
Marginal Distribution
75%
Non-identifiability
25%
Nonparametric
25%
Parametric Copulas
25%
Risk Degree
50%
Risk Dependence
50%
Risk Model
100%
Semiparametric Estimation
25%
Structure Distribution
25%