Large sample properties of nonparametric copula estimators under bivariate censoring
| dc.contributor.author | Geerdens, Candida | |
| dc.contributor.author | Veraverbeke, Noël | |
| dc.contributor.author | Janssen, Paul | |
| dc.contributor.researchID | 22051880 - Veraverbeke, Noël Daniel | |
| dc.date.accessioned | 2017-04-05T09:27:57Z | |
| dc.date.available | 2017-04-05T09:27:57Z | |
| dc.date.issued | 2016 | |
| dc.description.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 [Nonparametric copula estimation under bivariate censoring | en_US |
| dc.identifier.citation | 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] | en_US |
| dc.identifier.issn | 0233-1888 | |
| dc.identifier.issn | 1029-4910 (Online) | |
| dc.identifier.uri | http://hdl.handle.net/10394/21077 | |
| dc.identifier.uri | http://dx.doi.org/10.1111/sjos.12144 | |
| dc.identifier.uri | http://www.tandfonline.com/doi/full/10.1080/02331888.2015.1119149 | |
| dc.language.iso | en | en_US |
| dc.publisher | Taylor & Francis | en_US |
| dc.subject | Copula censoring | en_US |
| dc.subject | Copulas | en_US |
| dc.subject | Kaplan-Meier estimator | en_US |
| dc.subject | Nonparametric estimator | en_US |
| dc.subject | Univariate censoring | en_US |
| dc.title | Large sample properties of nonparametric copula estimators under bivariate censoring | en_US |
| dc.type | Article | en_US |
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