Generalized copula-graphic estimator
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Jacobo de Uña-Álvarez [2] ; Noël Veraverbeke [1]
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[1] North-West University
North-West University
Tlokwe City Council, Sudáfrica
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[2] Universidad of Vigo
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- Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 22, Nº. 2, 2013, págs. 343-360
- Idioma: inglés
- DOI: 10.1007/s11749-012-0314-2
- Texto completo no disponible (Saber más ...)
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Resumen
In this paper, a copula-graphic estimator is proposed for censored survival data. It is assumed that there is some dependent censoring acting on the variable of interest that may come from an existing competing risk. Furthermore, the full process is independently censored by some administrative censoring time. The dependent censoring is modeled through an Archimedean copula function, which is supposed to be known. An asymptotic representation of the estimator as a sum of independent and identically distributed random variables is obtained, and, consequently, a central limit theorem is established. We investigate the finite sample performance of the estimator through simulations. A real data illustration is included.
