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Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/2064

Title: A copula-graphic estimator for the conditional survival function under dependent censoring
Authors: BRAEKERS, Roel
VERAVERBEKE, Noel
Issue Date: 2005
Publisher: CANADIAN JOURNAL STATISTICS
Citation: CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 33(3). p. 429-447
Abstract: Rivest & Wells (2001) showed that in situations where the dependence between a lifetime and a censoring variable can be modeled by a given Archimedean copula, the copula-graphic estimator of Zheng & Klein (1995) has an explicit form. The authors extend this work to the fixed design regression case. They show that the copula-graphic estimator then has an asymptotic representation and a Gaussian limit. They also assess the influence of a misspecified copula function on the performance of the estimator. Their developments are illustrated with data on the survival of the Atlantic halibut.
Notes: Univ Hasselt, BE-3590 Diepenbeek, Belgium.Braekers, R, Univ Hasselt, Agoralaan,Bldg D, BE-3590 Diepenbeek, Belgium.roel.braekers@uhasselt.be noel.veraverbeke@uhasselt.be
URI: http://hdl.handle.net/1942/2064
ISI #: 000232749700008
ISSN: 0319-5724
Category: A1
Type: Journal Contribution
Validation: ecoom, 2006
Appears in Collections: Research publications

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