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Copula inference under censoring

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  • M. L. Lakhal-Chaieb

Abstract

This paper discusses copula model selection procedures and goodness-of-fit tests under censoring. The proposed methodology is based on a comparison of nonparametric and model-based estimators of the probability integral transformation, K. New weighted estimators for K are introduced. The resulting tests are compared to an existing approach by simulation and illustrated with an example involving bleeding changes in a woman's reproductive history. Copyright 2010, Oxford University Press.

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  • M. L. Lakhal-Chaieb, 2010. "Copula inference under censoring," Biometrika, Biometrika Trust, vol. 97(2), pages 505-512.
    • Handle: RePEc:oup:biomet:v:97:y:2010:i:2:p:505-512
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    File URL: http://hdl.handle.net/10.1093/biomet/asq011
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    Cited by:

    1. Lajmi Lakhal-Chaieb & Richard J. Cook & Xihong Lin, 2010. "Inverse Probability of Censoring Weighted Estimates of Kendall's τ for Gap Time Analyses," Biometrics, The International Biometric Society, vol. 66(4), pages 1145-1152, December.
    2. Lajmi Lakhal-Chaieb & Thierry Duchesne, 2017. "Association measures for bivariate failure times in the presence of a cure fraction," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 23(4), pages 517-532, October.

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