A single risk approach to the semiparametric competing risks model with parametric Archimedean risk dependence
研究了一个依赖竞争风险模型，其中一个风险服从半参数比例风险模型，其他风险及风险依赖程度未知，通过两步估计法证明可识别性，并用失业持续时间数据验证了估计风险依赖的重要性。
This paper considers a dependent competing risks model with the distribution of one risk being a semiparametric proportional hazards model, whereas the model for the other risks and the degree of risk dependence of an Archimedean copula are unknown. Identifiability is shown when there is at least one covariate with at least two values. Estimation is done by means of a n-consistent semiparametric two-step procedure. Applicability and attractive finite sample performance are demonstrated with the help of simulations. An application to unemployment duration confirms the importance of estimating rather than assuming risk dependence.