On the nonidentifiability property of Archimedean copula models under dependent censoring

DOI10.1016/J.SPL.2011.11.005zbMath1237.62066OpenAlexW2003507314MaRDI QIDQ419193

Antai Wang

Publication date: 18 May 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.11.005

zbMATH Keywords

Clayton modelHougaard modelKendall's \(\tau \)

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Censored data models (62N01) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Survival analysis and censored data (62N99)

Related Items (5)

The Identifiability of Copula Models for Dependent Competing Risks Data With Exponentially Distributed Margins ⋮ Modeling cause-of-death mortality using hierarchical Archimedean copula ⋮ Properties of the marginal survival functions for dependent censored data under an assumed Archimedean copula ⋮ The Identifiability of Dependent Competing Risks Models Induced by Bivariate Frailty Models ⋮ Estimation of location and scale functionals in nonparametric regression under copula dependent censoring

Uses Software

• RBVE

Cites Work

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• An introduction to copulas.
• A Weibull model for dependent censoring
• A Frailty Model for Informative Censoring
• Statistical Inference Procedures for Bivariate Archimedean Copulas
• Frank's family of bivariate distributions
• The identifiability of the competing risks model
• Bivariate Survival Models Induced by Frailties
• A nonidentifiability aspect of the problem of competing risks.
• A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
• Estimates of marginal survival for dependent competing risks based on an assumed copula
• A martingale approach to the copula-graphic estimator for the survival function under dependent censoring

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