Estimation of a bivariate conditional copula when a variable is subject to random right censoring

DOI10.1214/19-EJS1645MaRDI QIDQ2283572zbMATH OpenOpenAlexFDO

Authors Taoufik Bouezmarni, Anouar El Ghouch, Felix Camirand Lemyre

Publication date 3 January 2020

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ejs/1576119709

zbMATH Keywords

kernel estimationconditional copulaKendall's tausurvival analysisweak convergenceSpearman's rho

Mathematics Subject Classification ID

Censored data models (62N01) 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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Cites work

• scientific article; zbMATH DE number 1556157 (Why is no real title available?)
• Bootstrapping the conditional copula
• Conditional copulas, association measures and their applications
• Consistent nonparametric regression. Discussion
• Dependence Calibration in Conditional Copulas: A Nonparametric Approach
• Empirical processes indexed by estimated functions
• Estimation and bootstrap with censored data in fixed design nonparametric regression
• Estimation of Bivariate and Marginal Distributions with Censored Data
• Estimation of a conditional copula and association measures
• Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
• Kaplan-Meier estimate on the plane
• Nearest neighbor estimation of a bivariate distribution under random censoring
• Non-parametric copula estimation under bivariate censoring
• Semiparametric estimation of conditional copulas
• Unified methods for censored longitudinal data and causality
• Uniform strong convergence results for the conditional kaplan-meier estimator and its quantiles
• Weak convergence and empirical processes. With applications to statistics
• Weak convergence of the bootstrapped conditional kaplan-meier process and its quantile process

Cited in

(5)

• A semiparametric copula-based estimation of the regression function for right-censored data
• Sample size determination for clustered right-censored data using copula models
• Estimation of a copula when a covariate affects only marginal distributions
• Power and sample size calculation for paired right-censored data based on survival copula models
• Nonparametric estimation of the conditional survival function for bivariate failure times

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