A martingale approach to the copula-graphic estimator for the survival function under dependent censoring

DOI10.1006/jmva.2000.1959zbMath1027.62069OpenAlexW2050509804MaRDI QIDQ5949986

Louis-Paul Rivest, Martin T. Wells

Publication date: 14 January 2004

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.2000.1959

zbMATH Keywords

product-limit estimatormartingaleidentifiabilityArchimedean copulacompeting risksdependent censoringNelson-Aalen estimator

Mathematics Subject Classification ID

Censored data models (62N01) Inference from stochastic processes (62M99) Estimation in survival analysis and censored data (62N02)

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