Survival analysis by sampling mixtures of extremal copulas

MaRDI QIDQ5256018zbMATH OpenFDO

Authors Diakarya Barro, Jean-Etienne O. Ouédraogo, Longin Some

Publication date 22 June 2015

Full work available at URL http://www.ceser.in/ceserp/index.php/bse/article/view/2147

zbMATH Keywords

extreme values distributionSklar's theoremsurvival copulassurvival distribution

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Survival analysis and censored data (62N99)

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• Spatial characterization of stochastic dependence using copulas

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