Multivariate survival distributions

From MaRDI portal
Publication:3432388

DOI10.1080/10485259408832593zbMath1378.62121OpenAlexW2042203356MaRDI QIDQ3432388

David Oakes

Publication date: 16 April 2007

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485259408832593




Related Items

A MODEL SELECTION TEST FOR BIVARIATE FAILURE-TIME DATAParametric copula adjusted for non- and semiparametric regressionUnnamed ItemMultivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributionsA bivariate extension of the beta generated distribution derived from copulasStudy of semiparametric copula models via divergences with bivariate censored dataEfficient estimation of semiparametric copula models for bivariate survival dataCopula-based tests for cross-sectional independence in panel modelsComparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula modelsCopula modeling from Abe Sklar to the present dayThree-stage semi-parametric estimation of \(t\)-copulas: asymptotics, finite-sample properties and computational aspectsAsymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change pointsNonparametric Archimedean generator estimation with implications for multiple testingMeasuring reproducibility of high-throughput experimentsMultiple event times in the presence of informative censoring: modeling and analysis by copulasBivariate distributions with given extreme value attractorExtremal behavior of Archimedean copulasUnderstanding Relationships Using CopulasPseudo-likelihood ratio tests for semiparametric multivariate copula model selectionEstimation and goodness-of-fit procedures for Farlie–Gumbel–Morgenstern bivariate copula of order statisticsEstimating the error distribution in multivariate heteroscedastic time-series modelsA semiparametric maximum likelihood ratio test for the change point in copula modelsStochastic comparison of lifetimes of two \((n - k + 1)\)-out-of-\(n\) systems with heterogeneous dependent componentsEstimation and model selection of semiparametric multivariate survival functions under general censorshipA semiparametric test of independence in copula models for censored dataPair-copula constructions of multiple dependenceModelling stochastic mortality for dependent livesArchimedean copulae and positive dependenceA New Test Procedure of Independence in Copula Models via χ2-DivergenceGoodness-of-fit test for specification of semiparametric copula dependence modelsStochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthantMixture of D-vine copulas for modeling dependenceEmpirical estimation of tail dependence using copulas: application to Asian marketsAnalysis of directional dependence using asymmetric copula-based regression modelsA test of independence in some copula modelsEstimation and tests of independence in copula models via divergencesTHE IMPACT OF STOCK RETURNS VOLATILITY ON CREDIT DEFAULT SWAP RATES: A COPULA STUDYTypes of dependence and time-dependent association between two lifetimes in single parameter copula modelsNew estimates and tests of independence in some copula models



Cites Work