Copula inference under censoring

• 成果类型: Article
• 署名作者: Lakhal-Chaieb, M. L.
• 署名单位: Laval University
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asq011
• 发表日期: 2010
• 页码: 505512
• 关键词: bivariate survival function; bleeding criteria; association; MODEL

摘要

This paper discusses copula model selection procedures and goodness-of-fit tests under censoring. The proposed methodology is based on a comparison of nonparametric and model-based estimators of the probability integral transformation, K. New weighted estimators for K are introduced. The resulting tests are compared to an existing approach by simulation and illustrated with an example involving bleeding changes in a woman's reproductive history.