Please use this identifier to cite or link to this item:
http://hdl.handle.net/1942/20305| Title: | Large sample properties of nonparametric copula estimators under bivariate censoring | Authors: | GEERDENS, Candida JANSSEN, Paul VERAVERBEKE, Noel |
Issue Date: | 2016 | Source: | STATISTICS, 50(5), p.1036-1055 | Abstract: | A new nonparametric estimator is proposed for the copula function of a bivariate survival function for data subject to random right-censoring. We consider two censoring models: univariate and copula censoring. We show strong consistency and we obtain an i.i.d. representation for the copula estimator. In a simulation study we compare the new estimator to the one of Gribkova and Lopez (2015). | Keywords: | copula censoring; copulas; Kaplan–Meier estimator; nonparametric estimator; univariate censoring; Primary: 62G20; Secondary: 62G05; 62N01 | Document URI: | http://hdl.handle.net/1942/20305 | ISSN: | 0233-1888 | e-ISSN: | 1029-4910 | DOI: | 10.1080/02331888.2015.1119149 | ISI #: | 000381061300005 | Rights: | © 2015 Taylor & Francis | Category: | A1 | Type: | Journal Contribution | Validations: | ecoom 2017 |
| Appears in Collections: | Research publications |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Large sample properties of nonparametric copula estimators under bivariate censoring.pdf Restricted Access | Published version | 534.4 kB | Adobe PDF | View/Open Request a copy |
WEB OF SCIENCETM
Citations
5
checked on Apr 14, 2024
Page view(s)
86
checked on Jun 24, 2022
Download(s)
50
checked on Jun 24, 2022
Google ScholarTM
Check
Altmetric
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.