A copula-graphic estimator for the conditional survival function under dependent censoring

A copula-graphic estimator for the conditional survival function under dependent censoring
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DOI:
10.1002/cjs.5540330308
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发表时间:
2005-09-01
影响因子:
0.6
通讯作者:
Veraverbeke, N
Veraverbeke, N
中科院分区:
数学4区
文献类型:
--
作者:
Braekers, R;Veraverbeke, N

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Rivest & Wells (2001) 表明,在寿命和审查变量之间的依赖性可以通过给定的阿基米德联结函数建模的情况下,Zheng & Klein (1995) 的联结图形估计量具有显式形式。作者将这项工作扩展到固定设计回归案例。他们表明,联结图估计器具有渐近表示和高斯极限。他们还评估错误指定的 copula 函数对估计器性能的影响。它们的发展可以用大西洋大比目鱼的生存数据来说明。
Rivest & Wells (2001) showed that in situations where the dependence between a lifetime and a censoring variable can be modeled by a given Archimedean copula, the copula-graphic estimator of Zheng & Klein (1995) has an explicit form. The authors extend this work to the fixed design regression case. They show that the copula-graphic estimator then has an asymptotic representation and a Gaussian limit. They also assess the influence of a misspecified copula function on the performance of the estimator. Their developments are illustrated with data on the survival of the Atlantic halibut.