Likelihood ratio procedures and tests of fit in parametric and semiparametric copula models with censored data

DOI10.1007/s10985-011-9192-2zbMath1230.62066WikidataQ33807107 ScholiaQ33807107MaRDI QIDQ719046

Jerald F. Lawless, Yildiz E. Yilmaz

Publication date: 27 September 2011

Published in: Lifetime Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10985-011-9192-2

zbMATH Keywords

maximum likelihood; semiparametric estimation; model misspecification; pseudolikelihood

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62P10: Applications of statistics to biology and medical sciences; meta analysis

62F03: Parametric hypothesis testing

62H15: Hypothesis testing in multivariate analysis

Related Items

A copula model for marked point processes, Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models, Archimedean copulas derived from utility functions, Semiparametric estimation in copula models for bivariate sequential survival times

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