Large sample properties of nonparametric copula estimators under bivariate censoring

DOI10.1080/02331888.2015.1119149MaRDI QIDQ2953445zbMATH OpenOpenAlexFDO

Authors Candida Geerdens, Paul Janssen, Noël Veraverbeke

Publication date 4 January 2017

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2015.1119149

zbMATH Keywords

copula censoringcopulasKaplan-Meier estimatornonparametric estimatorunivariate censoring

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Censored data models (62N01)

Recommendations

• Non-parametric copula estimation under bivariate censoring
• Nonparametric estimators of the bivariate survival function under simplified censoring conditions
• Nonparametric estimation of a bivariate survival function in the presence of censoring
• Nonparametric estimators of the bivariate survival function under random censoring
• Large sample properties for a class of copulas in bivariate survival analysis

Cites work

• A LIL type result for the product limit estimator
• A Note on Quantiles in Large Samples
• A simple nonparametric estimator of the bivariate survival function under univariate censoring
• A simplified model for studying bivariate mortality under right-censoring
• Approximation Theorems of Mathematical Statistics
• Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
• Bivariate censored regression relying on a new estimator of the joint distribution function
• Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
• Large sample behavior of the Bernstein copula estimator
• Local convergence of empirical measures in the random censorship situation with application to density and rate estimators
• Locally Efficient Estimation of a Multivariate Survival Function in Longitudinal Studies
• Non-parametric copula estimation under bivariate censoring
• Nonparametric estimators of the bivariate survival function under simplified censoring conditions
• Strong approximations of the quantile process of the product-limit estimator
• Strong embedding of the estimator of the distribution function under random censorship
• The product-limit estimator and the bootstrap: Some asymptotic representations
• Weak asymptotic representations for quantiles of the product-limit estimator
• Weak convergence of empirical copula processes

Cited in

(15)

• Robust estimation of the Pickands dependence function under random right censoring
• Non-parametric copula estimation under bivariate censoring
• Large sample properties for a class of copulas in bivariate survival analysis
• Some new results on the empirical copula estimator with applications
• Empirical copulas for consecutive survival data
• Nonparametric estimation of risk ratios for bivariate data
• Estimation of location and scale functionals in nonparametric regression under copula dependent censoring
• Nonparametric estimation of a bivariate survival function in the presence of censoring
• Nonparametric estimation of univariate and bivariate survival functions under right censoring: a survey
• Weighted U-statistics for likelihood-ratio ordering of bivariate data
• Bernstein-based estimation of the cross ratio function
• Nonparametric estimation of the copula function with bivariate twice censored data
• Nonparametric estimation of the quantiles of the conditional residual lifetime distribution
• Bernstein-based nonparametric estimation of the cross ratio function under univariate right censoring
• Nonparametric recursive estimation of the copula

This page was built for publication: Large sample properties of nonparametric copula estimators under bivariate censoring

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2953445)