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

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

Cites Work

• Unnamed Item
• Unnamed Item
• Goodness-of-fit tests for copulas: A review and a power study
• An introduction to copulas.
• A goodness of fit test for copulas based on Rosenblatt's transformation
• Copula model evaluation based on parametric bootstrap
• Kaplan-Meier estimate on the plane
• Estimation of Kendall's tau from censored data
• Statistical Inference Procedures for Bivariate Archimedean Copulas
• A simple test of the proportional hazards assumption
• Bivariate Survival Models Induced by Frailties
• A goodness-of-fit test for association in a bivariate survival model
• A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
• Asymptotic Statistics
• Regression on hazard ratios and cross ratios in multivariate failure time analysis
• Model Selection and Semiparametric Inference for Bivariate Failure-Time Data
• Understanding Relationships Using Copulas