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Statistical analysis of competing risks in an unemployment study

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F15%3A00447281" target="_blank" >RIV/67985556:_____/15:00447281 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Statistical analysis of competing risks in an unemployment study

  • Original language description

    This study is concerned with the analysis of dependence of random variables - latent times to events, in a competing risks case. We discuss first the problem of identifiability of marginal and joint distributions of competing random variables. Then, thecopula models are utilized in order to express the dependence. Finally, the Gauss copula is used to solution of a real example with unemployment data.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    BB - Applied statistics, operational research

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/GA13-14445S" target="_blank" >GA13-14445S: New Trends in Stochastic Economic Models under Uncertainty</a><br>

  • Continuities

    I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Others

  • Publication year

    2015

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Procedings of the 33rd International Conference Mathematical Methods in Economics MME 2015

  • ISBN

    978-80-261-0539-8

  • ISSN

  • e-ISSN

  • Number of pages

    6

  • Pages from-to

    882-887

  • Publisher name

    University of West Bohemia, Plzeň

  • Place of publication

    Plzeň

  • Event location

    Cheb

  • Event date

    Sep 9, 2015

  • Type of event by nationality

    EUR - Evropská akce

  • UT code for WoS article