A goodness-of-fit test for Archimedean copula models in the presence of right censoring

DOI10.1016/J.CSDA.2010.03.013zbMath1284.62597OpenAlexW2047164911MaRDI QIDQ113602

Weijing Wang, Takeshi Emura, Chien-Wei Lin, Chien-Wei Lin, Takeshi Emura, Weijing Wang

Publication date: December 2010

Published in: Computational Statistics & Data Analysis, Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2010.03.013

zbMATH Keywords

U-statisticsgoodness of fit testArchimedean copulasClayton modelbivariate failure timesconcordance estimator

Mathematics Subject Classification ID

Censored data models (62N01)

Related Items (10)

On E-Bayesian estimations for the cumulative hazard rate and mean residual life under generalized inverted exponential distribution and type-II censoring ⋮ An Information Ratio-Based Goodness-of-Fit Test for Copula Models on Censored Data ⋮ Copula-based regression models with data missing at random ⋮ Unnamed Item ⋮ Special issue on variable selection and robust procedures ⋮ Rejoinder on: Inference in multivariate Archimedean copula models ⋮ Goodness-of-fit test of copula functions for semi-parametric univariate time series models ⋮ A copula-based Markov chain model for serially dependent event times with a dependent terminal event ⋮ A diagnostic test for specification of copulas under censorship ⋮ Copula.surv

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• Understanding Relationships Using Copulas

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