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Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/20305

Title: Large sample properties of nonparametric copula estimators under bivariate censoring
Authors: Geerdens, Candida
Janssen, Paul
Veraverbeke, Noël
Issue Date: 2016
Citation: STATISTICS, 50(5), p.1036-1055
Abstract: A new nonparametric estimator is proposed for the copula function of a bivariate survival function for data subject to random right-censoring. We consider two censoring models: univariate and copula censoring. We show strong consistency and we obtain an i.i.d. representation for the copula estimator. In a simulation study we compare the new estimator to the one of Gribkova and Lopez (2015).
URI: http://hdl.handle.net/1942/20305
DOI: 10.1080/02331888.2015.1119149
ISI #: 000381061300005
ISSN: 0233-1888
Category: A1
Type: Journal Contribution
Validation: ecoom, 2017
Appears in Collections: Research publications

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