Non-parametric Copula Estimation Under Bivariate Censoring
نویسندگان
چکیده
منابع مشابه
Nonparametric copula estimation under bivariate censoring
In this paper, we consider nonparametric copula inference under bivariate censoring. Based on an estimator of the joint cumulative distribution function, we define a discrete and two smooth estimators of the copula. The construction that we propose is valid for a large number of estimators of the distribution function, and therefore for a large number of bivariate censoring frameworks. Under so...
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ژورنال
عنوان ژورنال: Scandinavian Journal of Statistics
سال: 2015
ISSN: 0303-6898
DOI: 10.1111/sjos.12144