A copula-graphic estimator for the conditional survival function under dependent censoring

Abstract

Rivest & Wells (2001) showed that in situations where the dependence between a lifetime and a censoring variable can be modeled by a given Archimedean copula, the copula-graphic estimator of Zheng & Klein (1995) has an explicit form. The authors extend this work to the fixed design regression case. They show that the copula-graphic estimator then has an asymptotic representation and a Gaussian limit. They also assess the influence of a misspecified copula function on the performance of the estimator. Their developments are illustrated with data on the survival of the Atlantic halibut.