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Dependent censoring with simultaneous death times based on the Generalized Marshall–Olkin model

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  • Escobar-Bach, Mikael
  • Helali, Salima

Abstract

In this paper, we consider the problem of dependent censoring models with a positive probability that the times of failure are equal. In this context, we propose to consider the Marshall–Olkin type model and studied some properties of the associated survival copula in its application to censored data. We also introduce estimators for the marginal distributions and the joint survival probabilities under different schemes and show their asymptotic normality under appropriate conditions. Finally, we evaluate the finite-sample performance of our approach relying on a small simulation study with synthetic data real data applications.

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  • Escobar-Bach, Mikael & Helali, Salima, 2024. "Dependent censoring with simultaneous death times based on the Generalized Marshall–Olkin model," Journal of Multivariate Analysis, Elsevier, vol. 204(C).
    • Handle: RePEc:eee:jmvana:v:204:y:2024:i:c:s0047259x2400054x
    DOI: 10.1016/j.jmva.2024.105347
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