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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 |
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| 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 |
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