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Properties of the marginal survival functions for dependent censored data under an assumed Archimedean copula

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  • Wang, Antai

Abstract

Given a random sample from a dependent censored variable (X,δ)=(min(T,C),1(T

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  • Wang, Antai, 2014. "Properties of the marginal survival functions for dependent censored data under an assumed Archimedean copula," Journal of Multivariate Analysis, Elsevier, vol. 129(C), pages 57-68.
  • Handle: RePEc:eee:jmvana:v:129:y:2014:i:c:p:57-68
    DOI: 10.1016/j.jmva.2014.04.009
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    1. Schwarz, Maik & Jongbloed, Geurt & Van Keilegom, Ingrid, 2013. "On the identifiability of copulas in bivariate competing risks models," LIDAM Reprints ISBA 2013017, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    2. Wang, Antai, 2012. "On the nonidentifiability property of Archimedean copula models under dependent censoring," Statistics & Probability Letters, Elsevier, vol. 82(3), pages 621-625.
    3. Rivest, Louis-Paul & Wells, Martin T., 2001. "A Martingale Approach to the Copula-Graphic Estimator for the Survival Function under Dependent Censoring," Journal of Multivariate Analysis, Elsevier, vol. 79(1), pages 138-155, October.
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    Cited by:

    1. Lo, Simon M.S. & Wilke, Ralf A. & Emura, Takeshi, 2024. "A semiparametric model for the cause-specific hazard under risk proportionality," Computational Statistics & Data Analysis, Elsevier, vol. 195(C).
    2. Antai Wang & Krishnendu Chandra & Ruihua Xu & Junfeng Sun, 2015. "The Identifiability of Dependent Competing Risks Models Induced by Bivariate Frailty Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(2), pages 427-437, June.

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