Copula Models for Dependent Competing Risks: Theory and Applications in Economics, Engineering, Medicine

This publication addresses copula approaches to competing risks models for dependent latent failure times.It will establish the fundamentals on dependent competing risks models, as well as a range of recent developments to identifiability and estimation using copulas.Readers will learn from the presentation of theory, in relation to its applications in different subject areas in economics, engineering, and medicine.The comprehensive knowledge provided in this book gives readers an overview of existing models for dependent competing risks, which are not found in other books. The book covers basic statistical ideas, such as “parametric latent failure time models”, theoretical issues, such as “identifiability of the competing risks model”, and model comparisons, such as comparative studies for “different copulas and different models for hazard functions”.Aside from the introductory materials, the authors cover new and recently developed methodologies.The new solutions address the identifi