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
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