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Large sample properties of nonparametric copula estimators under bivariate censoring

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Geerdens, Candida
Veraverbeke, Noël
Janssen, Paul

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Taylor & Francis

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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 [Nonparametric copula estimation under bivariate censoring

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Geerdens, C. et al. 2016. arge sample properties of nonparametric copula estimators under bivariate censoring. Statistics, 50(5):1036-1055. [http://www.tandfonline.com/toc/gsta20/current]

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