A simplified model for studying bivariate mortality under right-censoring
نویسندگان
چکیده
In this paper, we provide a nonparametric estimator of the distribution of bivariate censored lifetimes, in a model where the two censoring variables di er only through an additional observed variable. This situation is motivated by a particular application to insurance, where the supplementary variable corresponds to the age di erence between two individuals. Asymptotic results for our estimator are provided. The new tools that we develop are used to perform goodness-oft tests for survival copula models. The practical performance is illustrated through simulations and a real data analysis.
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عنوان ژورنال:
- J. Multivariate Analysis
دوره 115 شماره
صفحات -
تاریخ انتشار 2013