Properties of the marginal survival functions for dependent censored data under an assumed Archimedean copula
DOI10.1016/J.JMVA.2014.04.009zbMATH Open1360.62482OpenAlexW2020751816MaRDI QIDQ2015055FDOQ2015055
Authors: Antai Wang 
Publication date: 18 June 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2014.04.009
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Nonparametric estimation (62G05) Censored data models (62N01) Reliability and life testing (62N05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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- A self-consistent estimator of marginal survival functions based on dependent competing risk data and an assumed copula
Cited In (15)
- Some properties of the Kendall distribution in bivariate Archimedean copula models under censoring
- A self-consistent estimator of marginal survival functions based on dependent competing risk data and an assumed copula
- A semiparametric model for the cause-specific hazard under risk proportionality
- On the nonidentifiability property of Archimedean copula models under dependent censoring
- Estimation of the cumulative baseline hazard function for dependently right-censored failure time data
- The Identifiability of Copula Models for Dependent Competing Risks Data With Exponentially Distributed Margins
- The identifiability of dependent competing risks models induced by bivariate frailty models
- A single risk approach to the semiparametric competing risks model with parametric Archimedean risk dependence
- Copula modeling from Abe Sklar to the present day
- Joint modelling of longitudinal measurements and survival times via a multivariate copula approach
- The analysis of semi-competing risks data using Archimedean copula models
- Competing risks driven by Mittag-Leffler distributions, under copula and time transformed exponential model
- Estimates of marginal survival for dependent competing risks based on an assumed copula
- Weak convergence of TJW product-limit estimator under association
- A martingale approach to the copula-graphic estimator for the survival function under dependent censoring
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