Modelling Time to Default Or Early Repayment as Competing Risks
نویسندگان
چکیده
منابع مشابه
Competing risks models and time-dependent covariates
New statistical models for analysing survival data in an intensive care unit context have recently been developed. Two models that offer significant advantages over standard survival analyses are competing risks models and multistate models. Wolkewitz and colleagues used a competing risks model to examine survival times for nosocomial pneumonia and mortality. Their model was able to incorporate...
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Consider a unit which can experience any one of k competing failure types, and suppose that for each unit we observe the time to failure, T , and the type of failure, C ∈ {1, 2, . . . , k}. The case of observing the pair (T, C) is termed “competing risks” in the statistical literature. After considering some examples we review basic notation and theory of competing risks. In particular we consi...
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ژورنال
عنوان ژورنال: Problemy Zarzadzania
سال: 2015
ISSN: 1644-9584
DOI: 10.7172/1644-9584.55.10