THE IDENTIFIABILITY OF COPULA MODELS FOR DEPENDENT COMPETING RISKS DATA WITH EXPONENTIALLY DISTRIBUTED MARGINS

被引：3
|
作者：
Wang, Antai [1 ,2 ]
机构：
[1] New Jersey Inst Technol, Newark, NJ USA
[2] New Jersey Inst Technol, Dept Math Sci, Newark, NJ 07102 USA
来源：
STATISTICA SINICA | 2023年 / 33卷 / 02期
关键词：
Archimedean copula models; copula graphic estimator; identifiability of competing risks data; SURVIVAL; ASSOCIATION;
D O I：
10.5705/ss.202020.0520
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We prove the identifiability property of Archimedean copula models for dependent competing risks data when at least one of the failure times is expo-nentially distributed. With this property, it becomes possible to quantify the de-pendence between competing events based on exponentially distributed dependent censored data. We demonstrate our estimation procedure using simulation studies and in an application to survival data.
引用
收藏
页码：983 / 1001
页数：19
相关论文
共 50 条
  • [1] The Identifiability of Dependent Competing Risks Models Induced by Bivariate Frailty Models
    Wang, Antai
    Chandra, Krishnendu
    Xu, Ruihua
    Sun, Junfeng
    SCANDINAVIAN JOURNAL OF STATISTICS, 2015, 42 (02) : 427 - 437
  • [2] Identifiability and estimation of marginal survival functions for dependent competing risks assuming the copula is known
    Zheng, M
    Klein, JP
    LIFETIME DATA: MODELS IN RELIABILITY AND SURVIVAL ANALYSIS, 1996, : 401 - 408
  • [3] A copula model for dependent competing risks
    Lo, Simon M. S.
    Wilke, Ralf A.
    JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS, 2010, 59 : 359 - 376
  • [4] On the identifiability of copulas in bivariate competing risks models
    Schwarz, Maik
    Jongbloed, Geurt
    Van Keilegom, Ingrid
    CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2013, 41 (02): : 291 - 303
  • [5] The analysis of semi-competing risks data using Archimedean copula models
    Wang, Antai
    Guo, Ziyan
    Zhang, Yilong
    Wu, Jihua
    STATISTICA NEERLANDICA, 2024, 78 (01) : 191 - 207
  • [6] A Cure Rate Model for Exponentially Distributed Lifetimes with Competing Risks
    Pal, Ayan
    Mondal, Shuvashree
    Kundu, Debasis
    JOURNAL OF STATISTICAL THEORY AND PRACTICE, 2021, 15 (01)
  • [7] A Cure Rate Model for Exponentially Distributed Lifetimes with Competing Risks
    Ayan Pal
    Shuvashree Mondal
    Debasis Kundu
    Journal of Statistical Theory and Practice, 2021, 15
  • [8] Identifiability of masking probabilities in competing risks models with emphasis on Weibull models
    Liang, Ye
    Sun, Dongchu
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2016, 45 (07) : 2143 - 2157
  • [9] Copula identifiability conditions for dependent truncated data model
    A. Adam Ding
    Lifetime Data Analysis, 2012, 18 : 397 - 407
  • [10] Copula identifiability conditions for dependent truncated data model
    Ding, A. Adam
    LIFETIME DATA ANALYSIS, 2012, 18 (04) : 397 - 407
12345