Properties of the marginal survival functions for dependent censored data under an assumed Archimedean copula
نویسندگان
چکیده
منابع مشابه
Properties of the marginal survival functions for dependent censored data under an assumed Archimedean copula
Given a dependent censored data (X, δ) = (min(T, C), I(T < C)) from an Archimedean copula model, we give general formulas for possible marginal survival functions of T and C. Based on our formulas, we can easily establish the relationship between all these survival functions and derive some useful identifiability results. Also based on our formulas, we propose a new estimator of the marginal su...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2014
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2014.04.009