IDEAS home Printed from https://ideas.repec.org/a/taf/gnstxx/v23y2011i2p439-453.html
   My bibliography  Save this article

An extension of the Koziol–Green model under dependent censoring

Author

Listed:
  • Auguste Gaddah
  • Roel Braekers

Abstract

In survival analysis, the classical Koziol–Green model under random censorship is commonly used for informative censoring. We propose in this paper an extension of this model in which we derive a nonparametric estimator for the distribution function of a survival time under two types of informative censoring. For the first type of informative censoring, we assume that the censoring time depends on the survival time through the expression of their joint distribution by an Archimedean copula. For the second type of informative censoring, we assume that the marginal distribution of the censoring time is a function of the marginal distribution of the survival time where this function is found through a section of a known copula function on the observed lifetime and the censoring indicator. We prove in this paper the uniform consistency of the new estimator and show the weak convergence of the associated process. Afterwards, we give some finite sample simulation results and illustrate this estimator on a real-life data set.

Suggested Citation

  • Auguste Gaddah & Roel Braekers, 2011. "An extension of the Koziol–Green model under dependent censoring," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 23(2), pages 439-453.
  • Handle: RePEc:taf:gnstxx:v:23:y:2011:i:2:p:439-453
    DOI: 10.1080/10485252.2010.515682
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/10485252.2010.515682
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/10.1080/10485252.2010.515682?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Durante, Fabrizio & Fernández Sánchez, Juan & Sempi, Carlo, 2013. "Multivariate patchwork copulas: A unified approach with applications to partial comonotonicity," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 897-905.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:gnstxx:v:23:y:2011:i:2:p:439-453. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/GNST20 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.