Some properties of the Kendall distribution in bivariate Archimedean copula models under censoring
DOI10.1016/J.SPL.2008.07.018zbMATH Open1147.62048OpenAlexW2017592090MaRDI QIDQ952837FDOQ952837
Authors: Antai Wang, David Oakes
Publication date: 14 November 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.07.018
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Censored data models (62N01) Applications of statistics to biology and medical sciences; meta analysis (62P10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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Cited In (8)
- On the nonidentifiability property of Archimedean copula models under dependent censoring
- Bivariate Archimedean copula models for censored data in non-life insurance
- Statistical Inference Procedures for Bivariate Archimedean Copulas
- On censored bivariate random variables: copula, characterization, and estimation
- Goodness-of-fit tests for Archimedean copula models
- Archimedean copula and contagion modeling in epidemiology
- A goodness-of-fit test for Archimedean copula models in the presence of right censoring
- On multivariate extensions of the conditional value-at-risk measure
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