A new test for single against competing risks models in duration analysis
Cao Chao and
Masahito Kobayashi
Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 21, 10672-10684
Abstract:
This paper shows that the single-risk duration model with two event types is a limiting case of bivariate dependent competing risks model, where the joint distribution of event times are degenerate. Then a new test is proposed for the null hypothesis of single risk against dependent competing risks model under the proportional hazard model assumption.
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:46:y:2017:i:21:p:10672-10684
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DOI: 10.1080/03610926.2016.1242742
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