A Competing Risks Model with Time-varying Heterogeneity and Simultaneous Failure

Ruixuan Liu
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引用次数: 2

Abstract

This paper proposes a new bivariate competing risks model in which both durations are the first passage times of dependent Lévy subordinators with exponential thresholds and multiplicative covariates effects. Our specification extends the mixed proportional hazards model, as it allows for the time‐varying heterogeneity represented by the unobservable Lévy processes and it generates the simultaneous termination of both durations with positive probability. We obtain nonparametric identification of all model primitives given competing risks data. A flexible semiparametric estimation procedure is provided and illustrated through the analysis of a real dataset.
具有时变异质性和同时失效的竞争风险模型
本文提出了一种新的二元竞争风险模型,其中两个持续时间都是具有指数阈值和乘法协变量效应的依赖lsamvy下属的第一次通过时间。我们的规范扩展了混合比例风险模型,因为它允许由不可观察的lsamvy过程表示的时变异质性,并且它以正概率产生两个持续时间的同时终止。在给定竞争风险数据的情况下,我们得到了所有模型原语的非参数辨识。给出了一种灵活的半参数估计方法,并通过对实际数据集的分析进行了说明。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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