Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
From MaRDI portal
Publication:4335636
DOI10.2307/2533269zbMath0869.62083OpenAlexW2072872252WikidataQ36794159 ScholiaQ36794159MaRDI QIDQ4335636
Joanna H. Shih, Thomas A. Louis
Publication date: 29 April 1997
Published in: Biometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2533269
censoringmisspecificationcopula modelstwo-stage proceduresbivariate failure timesAIDS databivariate survival dataassociation parametersemi-parametric estimation procedurestime-dependent correlation coefficient
Related Items (only showing first 100 items - show all)
Association estimation for clustered failure time data with a cure fraction ⋮ Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies ⋮ Estimation of copula-based semiparametric time series models ⋮ Factor copula models for right-censored clustered survival data ⋮ Bayesian credibility premium with GB2 copulas ⋮ Semiparametric identification and estimation in multi-object, English auctions ⋮ Modelling the association in bivariate survival data by using a Bernstein copula ⋮ Estimation of the association parameters in hierarchically clustered survival data by nested Archimedean copula functions ⋮ Modelling udder infection data using copula models for quadruples ⋮ Bivariate survival modeling: a Bayesian approach based on copulas ⋮ Stat trek. An interview with Christian Genest ⋮ Assessing gamma frailty models for clustered failure time data ⋮ Structure learning in Bayesian networks using regular vines ⋮ Copula based flexible modeling of associations between clustered event times ⋮ Vine copula based likelihood estimation of dependence patterns in multivariate event time data ⋮ Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters ⋮ Large sample properties for a class of copulas in bivariate survival analysis ⋮ Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications ⋮ Efficient two-step estimation via targeting ⋮ Efficient estimation of semiparametric copula models for bivariate survival data ⋮ Model robust inference with two-stage maximum likelihood estimation for copulas ⋮ Dynamic optimal strategy for monitoring disease recurrence ⋮ Copula-based tests for cross-sectional independence in panel models ⋮ A censored copula model for micro-level claim reserving ⋮ Dependence between stock returns and investor sentiment in Chinese markets: a copula approach ⋮ Testing of the homogeneity of marginal distributions in copula models ⋮ Efficient maximum likelihood estimation of copula based meta \(t\)-distributions ⋮ Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models ⋮ Copula density estimation by total variation penalized likelihood with linear equality constraints ⋮ A composite likelihood approach for spatially correlated survival data ⋮ Two-stage estimation in copula models used in family studies ⋮ Goodness-of-fit testing for copulas: a distribution-free approach ⋮ Bivariate censored regression relying on a new estimator of the joint distribution function ⋮ A goodness-of-fit test for bivariate extreme-value copulas ⋮ Parameter estimation for pair-copula constructions ⋮ A review of copula models for economic time series ⋮ Beyond simplified pair-copula constructions ⋮ Comparison of estimators for pair-copula constructions ⋮ In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes ⋮ Estimation of medical costs by copula models with dynamic change of health status ⋮ Three-stage semi-parametric estimation of \(t\)-copulas: asymptotics, finite-sample properties and computational aspects ⋮ Efficient estimation of a semiparametric dynamic copula model ⋮ Modified Gaussian pseudo-copula: applications in insurance and finance ⋮ Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points ⋮ A generalization of the Kaplan-Meier estimator for analyzing bivariate mortality under right-censoring and left-truncation with applications in model-checking for survival copula models ⋮ Multiple event times in the presence of informative censoring: modeling and analysis by copulas ⋮ Applying copula models to individual claim loss reserving methods ⋮ Comparison of three semiparametric methods for estimating dependence parameters in copula models ⋮ Estimators based on trimmed Kendall's tau in multivariate copula models ⋮ Estimation of copula-based models for lifetime medical costs ⋮ Empirical likelihood for the bivariate survival function under univariate censoring ⋮ Efficient estimation for the proportional hazards model with bivariate current status data ⋮ Modeling statistical dependence of Markov chains via copula models ⋮ The meta-analytic framework for the evaluation of surrogate endpoints in clinical trials ⋮ Estimating the error distribution in multivariate heteroscedastic time-series models ⋮ A semiparametric maximum likelihood ratio test for the change point in copula models ⋮ Efficient estimation of copula-GARCH models ⋮ Estimation and model selection of semiparametric multivariate survival functions under general censorship ⋮ A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems ⋮ A semiparametric test of independence in copula models for censored data ⋮ Likelihood inference for exchangeable continuous data with covariates and varying cluster sizes; use of the Farlie-Gumbel-Morgenstern model ⋮ Pair-copula constructions of multiple dependence ⋮ Asymptotic efficiency of the two-stage estimation method for copula-based models ⋮ Goodness-of-fit tests for copulas ⋮ Statistical properties of parametric estimators for Markov chain vectors based on copula models ⋮ Simplified estimation of multivariate duration models with unobserved heterogeneity ⋮ Parametric estimation of association in bivariate failure-time data subject to competing risks: sensitivity to underlying assumptions ⋮ Proportional cross-ratio model ⋮ Copula-based score test for bivariate time-to-event data, with application to a genetic study of AMD progression ⋮ Likelihood ratio procedures and tests of fit in parametric and semiparametric copula models with censored data ⋮ Identifiability and estimation of meta-elliptical copula generators ⋮ Inference methods for correlated left truncated lifetimes: parent and offspring relations in an adoption study ⋮ Estimation of a bivariate conditional copula when a variable is subject to random right censoring ⋮ Partially monotone tensor spline estimation of the joint distribution function with bivariate current status data ⋮ Goodness-of-fit test for specification of semiparametric copula dependence models ⋮ Goodness-of-fit tests for copulas: A review and a power study ⋮ On non-central squared copulas ⋮ Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models ⋮ Testing for equality between two copulas ⋮ Asymptotic total variation tests for copulas ⋮ Mixture of D-vine copulas for modeling dependence ⋮ Testing quasi-independence for truncation data ⋮ Construction of bivariate S-distributions with copulas ⋮ A copula model for bivariate hybrid censored survival data with application to the MACS study ⋮ Missing genetic information in case-control family data with general semi-parametric shared frailty model ⋮ A two-stage estimation in the Clayton-Oakes model with marginal linear transformation models for multivariate failure time data ⋮ A copula model for marked point processes ⋮ Cross-ratio estimation for bivariate failure times with left truncation ⋮ Local linear estimation of concordance probability with application to covariate effects models on association for bivariate failure-time data ⋮ Case-control survival analysis with a general semiparametric shared frailty model: A pseudo full likelihood approach ⋮ Multivariate logistic regression for familial aggregation in age at disease onset ⋮ A test of independence in some copula models ⋮ Comparison of semiparametric and parametric methods for estimating copulas ⋮ GeD spline estimation of multivariate Archimedean copulas ⋮ Pricing multivariate European equity option using Gaussians mixture distributions and EVT-based copulas ⋮ The finite sample properties of sparse M-estimators with pseudo-observations ⋮ Estimating the tail-dependence coefficient: properties and pitfalls ⋮ Bivariate option pricing using dynamic copula models ⋮ A diagnostic for association in bivariate survival models ⋮ A bivariate regression model for matched paired survival data: local influence and residual analysis
This page was built for publication: Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
