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On the identifiability of copulas in bivariate competing risks models

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  • Schwarz, Maik
  • Jongbloed, Geurt
  • Van Keilegom, Ingrid

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  • 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).
    • Handle: RePEc:aiz:louvad:2012032
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    References listed on IDEAS

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    1. Wang, Antai, 2012. "On the nonidentifiability property of Archimedean copula models under dependent censoring," Statistics & Probability Letters, Elsevier, vol. 82(3), pages 621-625.
    2. Braekers, Roel & Veraverbeke, Noël, 2008. "A conditional Koziol-Green model under dependent censoring," Statistics & Probability Letters, Elsevier, vol. 78(7), pages 927-937, May.
    3. Wysocki, Włodzimierz, 2012. "Constructing archimedean copulas from diagonal sections," Statistics & Probability Letters, Elsevier, vol. 82(4), pages 818-826.
    4. Nader Ebrahimi, 2003. "Identifiability and censored data," Biometrika, Biometrika Trust, vol. 90(3), pages 724-727, September.
    5. Basu, A. P. & Ghosh, J. K., 1978. "Identifiability of the multinormal and other distributions under competing risks model," Journal of Multivariate Analysis, Elsevier, vol. 8(3), pages 413-429, September.
    6. 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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