Document Server@UHasselt >
Research >
Research publications >

Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/15332

Title: Generalized copula-graphic estimator
Authors: de Una-Alvarez, Jacobo
Issue Date: 2013
Publisher: SPRINGER
Citation: TEST, 22 (2), p. 343-360
Abstract: In this paper, a copula-graphic estimator is proposed for censored survival data. It is assumed that there is some dependent censoring acting on the variable of interest that may come from an existing competing risk. Furthermore, the full process is independently censored by some administrative censoring time. The dependent censoring is modeled through an Archimedean copula function, which is supposed to be known. An asymptotic representation of the estimator as a sum of independent and identically distributed random variables is obtained, and, consequently, a central limit theorem is established. We investigate the finite sample performance of the estimator through simulations. A real data illustration is included.
Notes: de Una-Alvarez, J (reprint author), Univ Vigo, Dept Stat & Operat Res, Vigo 36310, Spain. Univ Hasselt, Ctr Stat, Hasselt, Belgium. North West Univ, Unit BMI, Potchefstroom, South Africa. jacobo@uvigo.es
URI: http://hdl.handle.net/1942/15332
DOI: 10.1007/s11749-012-0314-2
ISI #: 000319074700012
ISSN: 1133-0686
Category: A1
Type: Journal Contribution
Validation: ecoom, 2014
Appears in Collections: Research publications

Files in This Item:

Description SizeFormat
published version790.24 kBAdobe PDF

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.