多时段独立竞争风险模型的可识别性

The Identifiability of Independent Competing Risks Models with Multiple Spells

Oxford Bulletin of Economics and Statistics · 1998
被引 6
人大 AABS 3

中文导读

研究多时段独立竞争风险模型在经济学持续时间数据分析中的可识别性问题,帮助研究者判断模型能否从数据中唯一确定。

Abstract

Models of independent competing risks with multiple spells are becoming popular in the analysis of economic duration data. This paper considers their identifiability.

独立竞争风险模型多时段数据可识别性