Abstract A copula graphic estimator for the competing risks duration model with multiple spells is presented. By adopting a nested copula structure the dependencies between risks and spells are modelled separately. This breaks up an implicit restriction of popular duration models such as multivariate mixed proportional hazards. It is shown that the dependence structure between spells is identifiable and can be estimated, in contrast to the dependence structure between competing risks. Thus, by allowing these two components to differ, the model is not identifiable. This is an important finding related to the general identifiability of competing risks models. Various features of the model are investigated by simulations and its practicality is illustrated by an application to unemployment duration data.

中文翻译：

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具有多个咒语的竞争风险的嵌套 copula 持续时间模型

摘要 提出了多拼写竞争风险持续时间模型的copula图形估计器。通过采用嵌套的 copula 结构，风险和咒语之间的依赖关系被单独建模。这打破了流行持续时间模型的隐含限制，例如多元混合比例风险。结果表明，与竞争风险之间的依赖结构相比，咒语之间的依赖结构是可识别和可估计的。因此，通过允许这两个组件不同，模型是不可识别的。这是与竞争风险模型的一般可识别性相关的重要发现。通过模拟研究了该模型的各种特征，并通过对失业持续时间数据的应用来说明其实用性。