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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: | Statistics & Probability;Almost sure representation; Archimedean copula; Censored data; Informative censoring; Survival analysis | 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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