Estimation and model selection of semiparametric multivariate survival functions under general censorship

DOI10.1016/j.jeconom.2009.10.021zbMath1431.62110OpenAlexW2101749456WikidataQ37727789 ScholiaQ37727789MaRDI QIDQ530982

Demian Pouzo, Yanqin Fan, Zhiliang Ying, Xiaohong Chen

Publication date: 1 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc4002182

zbMATH Keywords

Kaplan-Meier estimatormisspecified copulasfixed or random censoringmultivariate survival modelspenalized pseudo-likelihood ratio

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Reliability and life testing (62N05)

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Uses Software

• bootlib

Cites Work

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