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Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/24023

Title: Copula-graphic estimation with left-truncated and right-censored data
Authors: de Uña-Álvarez, Jacobo
Veraverbeke, Noel
Issue Date: 2017
Citation: STATISTICS, 51(2), p. 387-403
Abstract: In Survival Analysis and related fields of research right-censored and lefttruncated data often appear. Usually, it is assumed that the right-censoring variable is independent of the lifetime of ultimate interest. However, in particular applications dependent censoring may be present; this is the case, for example, when there exist several competing risks acting on the same individual. In this paper we propose a copula-graphic estimator for such a situation. The estimator is based on a known Archimedean copula function which properly represents the dependence structure between the lifetime and the censoring time. Therefore, the current work extends the copula-graphic estimator in de Una-Alvarez and Veraverbeke [Generalized copula-graphic estimator. Test. 2013; 22: 343-360] in the presence of left-truncation. An asymptotic representation of the estimator is derived. The performance of the estimator is investigated in an intensive Monte Carlo simulation study. An application to unemployment duration is included for illustration purposes.
Notes: [de Una-Alvarez, Jacobo] Univ Vigo, Dept Stat & Operat Res, Vigo, Spain. [de Una-Alvarez, Jacobo] Univ Vigo, Ctr Biomed Res CINBIO, Vigo, Spain. [Veraverbeke, Noel] Univ Hasselt, Ctr Stat, Diepenbeek, Belgium. [Veraverbeke, Noel] North West Univ, Ctr Business Math & Informat, Potchefstroom, South Africa.
URI: http://hdl.handle.net/1942/24023
DOI: 10.1080/02331888.2016.1274898
ISI #: 000394466300010
ISSN: 0233-1888
Category: A1
Type: Journal Contribution
Appears in Collections: Research publications

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