A copula-based Markov chain model for serially dependent event times with a dependent terminal event

DOI10.1007/s42081-020-00087-8zbMath1478.62257MaRDI QIDQ2068940

Takeshi Emura, Weijing Wang, Xin-Wei Huang

Publication date: 20 January 2022

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42081-020-00087-8

zbMATH Keywords

time series; copulas; survival analysis; Markov chain; dependent censoring; serial dependence

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

62P10: Applications of statistics to biology and medical sciences; meta analysis

62G05: Nonparametric estimation

62N01: Censored data models

62H05: Characterization and structure theory for multivariate probability distributions; copulas

60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)

62N05: Reliability and life testing