A goodness-of-fit test for Archimedean copula models in the presence of right censoring
DOI10.1016/J.CSDA.2010.03.013zbMATH Open1284.62597OpenAlexW2047164911MaRDI QIDQ113602FDOQ113602
Weijing Wang, Chien-Wei Lin, Takeshi Emura, Takeshi Emura, Weijing Wang, Chien-Wei Lin
Publication date: December 2010
Published in: 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
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Cited In (12)
- Copula.surv
- A diagnostic test for specification of copulas under censorship
- An Information Ratio-Based Goodness-of-Fit Test for Copula Models on Censored Data
- Rejoinder on: Inference in multivariate Archimedean copula models
- Special issue on variable selection and robust procedures
- On E-Bayesian estimations for the cumulative hazard rate and mean residual life under generalized inverted exponential distribution and type-II censoring
- Information matrix equivalence in the presence of censoring: a goodness-of-fit test for semiparametric copula models with multivariate survival data
- Goodness-of-fit test of copula functions for semi-parametric univariate time series models
- Title not available (Why is that?)
- Copula-based regression models with data missing at random
- A copula-based Markov chain model for serially dependent event times with a dependent terminal event
- Copula models and diagnostics for multivariate interval-censored data
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