2013/12/03_Ewa Strzalkowska-Kominiak (Carlos III University, Madrid)

December 3rd 2013

Faculty of Economic and Business Sciences | Salón de Grados

Empirical copulas for consecutive survival data


2013/12/03 – 13:00 h | Ewa Strzalkowska-Kominiak, Carlos III University – Madrid

Abstract

In the analysis of medical data the whole lifetime is often split into pieces characterizing the various stages in the development of a chronical disease. In this paper we provide a nonparametric copula function estimator for two consecutive survival data which are subject to truncation and right censorship. We also discuss an extension of Spearman’s Rho and Kendall’s Tau to the present situation. Joint work with W. Stute.