Zobrazeno 1 - 1
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pro vyhledávání: '"Nested archimedean coupla"'
Publikováno v:
Computational Statistics & Data Analysis. 150:106986
A copula graphic estimator for the competing risks duration model with multiple spells is presented. By adopting a nested copula structure the dependencies between risks and spells are modelled separately. This breaks up an implicit restriction of po
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3f02e6146088d0a723c108f20be30d95
https://doi.org/10.1016/j.csda.2020.106986
https://doi.org/10.1016/j.csda.2020.106986
