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
中科院分区:
文献类型:
--
作者:
Braekers, R;Veraverbeke, N
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.