Large sample properties for a class of copulas in bivariate survival analysis

DOI10.1007/S00184-012-0428-2MaRDI QIDQ378913zbMATH OpenOpenAlexFDO

Authors José S. Romeo, Nelson I. Tanaka, Victor H. Salinas-Torres, Antonio Carlos Pedroso-de-Lima

Publication date 12 November 2013

Published in Metrika (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10533/127474

zbMATH Keywords

asymptotic normalityassociationHadamard differentiabilitypositively ordered Archimedean copulastwo step estimationvon Mises method

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Censored data models (62N01) Estimation in survival analysis and censored data (62N02) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cited in

(1)

• Large sample properties of nonparametric copula estimators under bivariate censoring

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