A nested copula duration model for competing risks with multiple spells

Simon M. S. Lo, Enno Mammen, Ralf A. Wilke. A nested copula duration model for competing risks with multiple spells. Computational Statistics & Data Analysis, 150:106986, 2020. [doi]

@article{LoMW20,
  title = {A nested copula duration model for competing risks with multiple spells},
  author = {Simon M. S. Lo and Enno Mammen and Ralf A. Wilke},
  year = {2020},
  doi = {10.1016/j.csda.2020.106986},
  url = {https://doi.org/10.1016/j.csda.2020.106986},
  researchr = {https://researchr.org/publication/LoMW20},
  cites = {0},
  citedby = {0},
  journal = {Computational Statistics & Data Analysis},
  volume = {150},
  pages = {106986},
}