Statistical analysis of competing risks in an unemployment study

Result code in IS VaVaI

RIV/67985556:_____/15:00447281 - isvavai.cz

Result on the web

—

DOI - Digital Object Identifier

—

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

—

Type

D - Article in proceedings

CEP classification

BB - Applied statistics, operational research

OECD FORD branch

—

Project

GA13-14445S: New Trends in Stochastic Economic Models under Uncertainty

Continuities

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year

2015

Confidentiality

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

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

—