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A conditional Koziol-Green model under dependent censoring

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  • Braekers, Roel
  • Veraverbeke, Noël

Abstract

In this paper we extend the conditional Koziol-Green model of Veraverbeke, N. and Cadarso Suárez, C. [2000. Estimation of the conditional distribution in a conditional Koziol-Green model. Test 9, 97-122] to also accommodate dependent censoring and in this way introduce a model with two different types of informative censoring. We derive in this model a copula-graphic estimator for the conditional distribution of the lifetime and establish an exponential bound and an almost sure asymptotic representation which serve as starting points for an almost sure consistency and an asymptotic normality result. Afterwards we apply this estimator to a real data set about the survival of Atlantic halibut.

Suggested Citation

  • Braekers, Roel & Veraverbeke, Noël, 2008. "A conditional Koziol-Green model under dependent censoring," Statistics & Probability Letters, Elsevier, vol. 78(7), pages 927-937, May.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:7:p:927-937
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    References listed on IDEAS

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    1. Ingrid Van Keilegom & Noël Veraverbeke, 1997. "Estimation and Bootstrap with Censored Data in Fixed Design Nonparametric Regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(3), pages 467-491, September.
    2. 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.
    3. Noel Veraverbeke & Carmen Cadarso-Suárez, 2000. "Estimation of the conditional distribution in a conditional Koziol-green model," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 9(1), pages 97-122, June.
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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. Sujica, Aleksandar & Van Keilegom, Ingrid, 2013. "Estimation of location and scale functionals in nonparametric regression under copula dependent censoring," LIDAM Discussion Papers ISBA 2013024, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    3. Schwarz, Maik & Jongbloed, Geurt & Van Keilegom, Ingrid, 2012. "On the identifiability of copulas in bivariate competing risks models," LIDAM Discussion Papers ISBA 2012032, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).

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