Non‐parametric Copula Estimation Under Bivariate Censoring

DOI10.1111/sjos.12144zbMath1357.62154OpenAlexW1903523213MaRDI QIDQ3460654

Svetlana Gribkova, Olivier Lopez

Publication date: 8 January 2016

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

Full work available at URL: https://doi.org/10.1111/sjos.12144

zbMATH Keywords

bootstrapsurvival analysisgoodness-of-fitKaplan-Meier estimatornonparametric estimationcopula functioncopula densitybivariate censoring

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Censored data models (62N01) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (13)

Nonparametric estimation of risk ratios for bivariate data ⋮ BROKEN-HEART, COMMON LIFE, HETEROGENEITY: ANALYZING THE SPOUSAL MORTALITY DEPENDENCE ⋮ Extending the inference function for augmented margins method to implement trivariate Clayton copula-based SUR Tobit models ⋮ Study of semiparametric copula models via divergences with bivariate censored data ⋮ Nonparametric bivariate distribution estimation using Bernstein polynomials under right censoring ⋮ Large sample properties of nonparametric copula estimators under bivariate censoring ⋮ A censored copula model for micro-level claim reserving ⋮ Wavelet estimation of copula density via thresholding methods under censoring ⋮ Nonparametric estimation of univariate and bivariate survival functions under right censoring: a survey ⋮ Two-sample contamination model test ⋮ Estimation of a bivariate conditional copula when a variable is subject to random right censoring ⋮ Joint and survivor annuity valuation with a bivariate reinforced urn process ⋮ Wavelet estimation of copula function based on censored data

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