A Regression Model for the Copula-Graphic Estimator

DOI10.1515/jem-2012-0016zbMath1285.62056OpenAlexW3122798966MaRDI QIDQ5413558

Ralf A. Wilke, Simon M. S. Lo

Publication date: 30 April 2014

Published in: Journal of Econometric Methods (Search for Journal in Brave)

Full work available at URL: https://www.nottingham.ac.uk/economics/documents/discussion-papers/11-04.pdf

zbMATH Keywords

Archimedean copuladependent censoringpartial identification

Mathematics Subject Classification ID

Related Items (4)

Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies ⋮ Competing risks copula models for unemployment duration: an application to a German Hartz reform ⋮ A nested copula duration model for competing risks with multiple spells ⋮ Competing risks regression with dependent multiple spells: Monte Carlo evidence and an application to maternity leave

Uses Software

• cmprsk
• cmprskQR

Cites Work

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• Competing Risks Quantile Regression
• Copula Modeling: An Introduction for Practitioners
• Hierarchies of Archimedean copulas
• Parametric regression on cumulative incidence function
• Estimation and Testing in a Two-Sample Generalized Odds-Rate Model
• A nonidentifiability aspect of the problem of competing risks.
• Bounds for a joint distribution function with fixed sub-distribution functions: Application to competing risks
• Asymptotic Statistics
• A Proportional Hazards Model for the Subdistribution of a Competing Risk
• Semiparametric Marginal Regression Analysis for Dependent Competing Risks Under an Assumed Copula
• Estimates of marginal survival for dependent competing risks based on an assumed copula
• Unemployment Insurance Rules, Joblessness, and Part-Time Work
• Bounds in Competing Risks Models and the War on Cancer
• Microeconometrics
• A copula-graphic estimator for the conditional survival function under dependent censoring
• Direct Parametric Inference for the Cumulative Incidence Function
• A martingale approach to the copula-graphic estimator for the survival function under dependent censoring

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