Some properties of the Kendall distribution in bivariate Archimedean copula models under censoring

DOI10.1016/J.SPL.2008.07.018MaRDI QIDQ952837zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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)

Recommendations

• Statistical Inference Procedures for Bivariate Archimedean Copulas
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• Goodness-of-fit tests for Archimedean copula models
• On the nonidentifiability property of Archimedean copula models under dependent censoring
• Properties of the marginal survival functions for dependent censored data under an assumed Archimedean copula

Cites work

• scientific article; zbMATH DE number 3793223 (Why is no real title available?)
• scientific article; zbMATH DE number 1556157 (Why is no real title available?)
• scientific article; zbMATH DE number 3992730 (Why is no real title available?)
• A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
• Analysis of multivariate survival data
• Bivariate Survival Models Induced by Frailties
• Frank's family of bivariate distributions
• Inefficient estimators of the bivariate survival function for three models
• Kaplan-Meier estimate on the plane
• Model Selection and Semiparametric Inference for Bivariate Failure-Time Data
• Modelling failure-time associations in data with multiple levels of clustering
• Statistical Inference Procedures for Bivariate Archimedean Copulas

Cited in

(8)

• Archimedean copula and contagion modeling in epidemiology
• On the nonidentifiability property of Archimedean copula models under dependent censoring
• Goodness-of-fit tests for Archimedean copula models
• Bivariate Archimedean copula models for censored data in non-life insurance
• Statistical Inference Procedures for Bivariate Archimedean Copulas
• A goodness-of-fit test for Archimedean copula models in the presence of right censoring
• On censored bivariate random variables: copula, characterization, and estimation
• On multivariate extensions of the conditional value-at-risk measure

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