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- W3122309794 abstract "Many popular estimators for duration models require independent competing risks or independent censoring. In contrast, copula based estimators are also consistent in presence of dependent competing risks. In this paper we suggest a computationally convenient extension of the Copula Graphic Estimator (Zheng and Klein, 1995) to a model with more than two dependent competing risks. We analyse the applicability of this estimator by means of simulations and real world unemployment duration data from Germany. We obtain evidence that our estimator yields nice results if the dependence structure is known and that it is a powerful tool for the assessment of the relevance of (in-)dependence assumptions in applied duration research." @default.
- W3122309794 created "2021-02-01" @default.
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- W3122309794 date "2009-03-11" @default.
- W3122309794 modified "2023-10-02" @default.
- W3122309794 title "A copula model for dependent competing risks" @default.
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