bibtype |
C -
Conference Paper (international conference)
|
ARLID |
0447281 |
utime |
20240103210553.8 |
mtime |
20150925235959.9 |
WOS |
000387898900151 |
title
(primary) (eng) |
Statistical analysis of competing risks in an unemployment study |
specification |
page_count |
6 s. |
media_type |
C |
|
serial |
ARLID |
cav_un_epca*0447280 |
ISBN |
978-80-261-0539-8 |
title
|
Procedings of the 33rd International Conference Mathematical Methods in Economics MME 2015 |
page_num |
882-887 |
publisher |
place |
Plzeň |
name |
University of West Bohemia, Plzeň |
year |
2015 |
|
|
keyword |
statistics |
keyword |
competing risks, |
keyword |
copula |
keyword |
unemployment study |
author
(primary) |
ARLID |
cav_un_auth*0101227 |
full_dept (cz) |
Stochastická informatika |
full_dept (eng) |
Department of Stochastic Informatics |
department (cz) |
SI |
department (eng) |
SI |
full_dept |
Department of Stochastic Informatics |
name1 |
Volf |
name2 |
Petr |
institution |
UTIA-B |
garant |
K |
fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
source |
|
cas_special |
project |
ARLID |
cav_un_auth*0292652 |
project_id |
GA13-14445S |
agency |
GA ČR |
|
abstract
(eng) |
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, the copula models are utilized in order to express the dependence. Finally, the Gauss copula is used to solution of a real example with unemployment data. |
action |
ARLID |
cav_un_auth*0320824 |
name |
Mathematical Methods in Economics 2015 /33./ |
dates |
09.09.2015-11.09.2015 |
place |
Cheb |
country |
CZ |
|
RIV |
BB |
reportyear |
2016 |
presentation_type |
PR |
inst_support |
RVO:67985556 |
permalink |
http://hdl.handle.net/11104/0249571 |
confidential |
S |
arlyear |
2015 |
mrcbU34 |
000387898900151 WOS |
mrcbU63 |
cav_un_epca*0447280 Procedings of the 33rd International Conference Mathematical Methods in Economics MME 2015 978-80-261-0539-8 882 887 Plzeň University of West Bohemia, Plzeň 2015 |
|