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

页码：983 / 1001

页数：19

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