Facultade de Fisioterapia

Generalized copula-graphic estimator

de Uña-Álvarez, Jacobo; Veraverbeke, Noel
Abstract:
In this paper, a copula-graphic estimator is proposed for censored survival data. It is assumed that there is some dependent censoring acting on the variable of interest that may come from an existing competing risk. Furthermore, the full process is independently censored by some administrative censoring time. The dependent censoring is modeled through an Archimedean copula function, which is supposed to be known. An asymptotic representation of the estimator as a sum of independent and identically distributed random variables is obtained, and, consequently, a central limit theorem is established. We investigate the finite sample performance of the estimator through simulations. A real data illustration is included
Year:
2013
Type of Publication:
Article
Keywords:
Almost sure representation; Archimedean copula; Censored data; Informative censoring; Survival analysis
Journal:
TEST
Volume:
22
Number:
2
Pages:
343-360
Month:
June
ISSN:
1133-0686
DOI:
10.1007/s11749-012-0314-2
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