Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/15332
Title: Generalized copula-graphic estimator
Authors: de Una-Alvarez, Jacobo
VERAVERBEKE, Noel 
Issue Date: 2013
Publisher: SPRINGER
Source: TEST, 22 (2), p. 343-360
Abstract: In this paper, a copula-graphic estimator is proposed for censored survival data. It is assumed that there is some dependent censoring acting on the variable of interest that may come from an existing competing risk. Furthermore, the full process is independently censored by some administrative censoring time. The dependent censoring is modeled through an Archimedean copula function, which is supposed to be known. An asymptotic representation of the estimator as a sum of independent and identically distributed random variables is obtained, and, consequently, a central limit theorem is established. We investigate the finite sample performance of the estimator through simulations. A real data illustration is included.
Notes: de Una-Alvarez, J (reprint author), Univ Vigo, Dept Stat & Operat Res, Vigo 36310, Spain. Univ Hasselt, Ctr Stat, Hasselt, Belgium. North West Univ, Unit BMI, Potchefstroom, South Africa. jacobo@uvigo.es
Keywords: Almost sure representation; Archimedean copula; Censored data; Informative censoring; Survival analysis;Statistics & Probability
Document URI: http://hdl.handle.net/1942/15332
ISSN: 1133-0686
e-ISSN: 1863-8260
DOI: 10.1007/s11749-012-0314-2
ISI #: 000319074700012
Category: A1
Type: Journal Contribution
Validations: ecoom 2014
Appears in Collections:Research publications

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