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
  • [41] Semiparametric analysis of mixture regression models with competing risks data
    Lu, Wenbin
    Peng, Limin
    LIFETIME DATA ANALYSIS, 2008, 14 (03) : 231 - 252
  • [42] A two-level copula joint model for joint analysis of longitudinal and competing risks data
    Lu, Xiaoming
    Chekouo, Thierry
    Shen, Hua
    de Leon, Alexander R.
    STATISTICS IN MEDICINE, 2023, : 1909 - 1930
  • [43] Nonparametric Bayesian reliability analysis of masked data with dependent competing risks
    Liu, Bin
    Shi, Yimin
    Ng, Hon Keung Tony
    Shang, Xiangwen
    RELIABILITY ENGINEERING & SYSTEM SAFETY, 2021, 210
  • [44] Competing risks regression for clustered data with covariate-dependent censoring
    Khanal, Manoj
    Kim, Soyoung
    Fang, Xi
    Ahn, Kwang Woo
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2025, 54 (04) : 1081 - 1099
  • [45] Two-stage pseudo maximum likelihood estimation of semiparametric copula-based regression models for semi-competing risks data
    Arachchige, Sakie J.
    Chen, Xinyuan
    Zhou, Qian M.
    LIFETIME DATA ANALYSIS, 2025, 31 (01) : 52 - 75
  • [46] Variable selection in subdistribution hazard frailty models with competing risks data
    Ha, Il Do
    Lee, Minjung
    Oh, Seungyoung
    Jeong, Jong-Hyeon
    Sylvester, Richard
    Lee, Youngjo
    STATISTICS IN MEDICINE, 2014, 33 (26) : 4590 - 4604
  • [47] Marginal semiparametric transformation models for clustered multivariate competing risks data
    He, Yizeng
    Kim, Soyoung
    Mao, Lu
    Ahn, Kwang Woo
    STATISTICS IN MEDICINE, 2022, 41 (26) : 5349 - 5364
  • [48] Estimating the occurrence rate for prevalent survival data in competing risks models
    Huang, Y
    Wang, MC
    JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1995, 90 (432) : 1406 - 1415
  • [49] Approximate Bayesian analysis for c-vine copula-based dependent model with multiple competing risks
    Zhang, Chunfang
    Bai, Xuchao
    Wang, Liang
    Cai, Jing
    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2025,
  • [50] Bayesian reliability analysis for copula based step-stress partially accelerated dependent competing risks model
    Zhang, Chunfang
    Wang, Liang
    Bai, Xuchao
    Huang, Jianan
    RELIABILITY ENGINEERING & SYSTEM SAFETY, 2022, 227
12345