A self-consistent estimator of marginal survival functions based on dependent competing risk data and an assumed copula
From MaRDI portal
Publication:4843687
DOI10.1080/03610929408831387zbMath0825.62215OpenAlexW2068173195MaRDI QIDQ4843687
Publication date: 17 August 1995
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929408831387
Related Items (10)
A Competing Risk Model Based on a Two-Parameter Exponential Family Distribution Under Progressive Type II Censoring ⋮ Statistical methods for dependent competing risks ⋮ Semiparametric estimation method for accelerated failure time model with dependent censoring ⋮ Unnamed Item ⋮ Regression Survival Analysis with an Assumed Copula for Dependent Censoring: A Sensitivity Analysis Approach ⋮ Modelling the joint distribution of competing risks survival times using copula functions ⋮ Properties of the marginal survival functions for dependent censored data under an assumed Archimedean copula ⋮ A martingale approach to the copula-graphic estimator for the survival function under dependent censoring ⋮ Inference in Randomized Studies with Informative Censoring and Discrete Time-to-Event Endpoints ⋮ Bounds for the hazard gradients in the competing risks set up
Cites Work
- Unnamed Item
- Bounds on Net Survival Probabilities for Dependent Competing Risks
- Independent or dependent competing risks: does it make a difference
- Frank's family of bivariate distributions
- The Independence Assumption for a Series or Parallel System When Component Lifetimes Are Exponential
- Censored Data and the Bootstrap
- A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
- Correlation structure in Farlie-Gumbel-Morgenstern distributions
This page was built for publication: A self-consistent estimator of marginal survival functions based on dependent competing risk data and an assumed copula