A model selection test for bivariate failure-time data

DOI10.1017/S0266466607070181MaRDI QIDQ2886950zbMATH OpenOpenAlexFDO

Authors Xiaohong Chen, Yanqin Fan

Publication date 14 May 2012

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0266466607070181

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in survival analysis and censored data (62N02) Testing in survival analysis and censored data (62N03) Reliability and life testing (62N05)

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Cites work

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Cited in

(7)

• Flexible modeling based on copulas in nonparametric median regression
• Construction of leading economic index for recession prediction using vine copulas
• A generalisation of the Mantel-Haenszel test to bivariate failure time data
• Model Selection and Semiparametric Inference for Bivariate Failure-Time Data
• Estimation of time-dependent association for bivariate failure times in the presence of a competing risk
• Estimation and model selection of semiparametric multivariate survival functions under general censorship
• Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection

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