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Identifiability and Estimation of Marginal Survival Functions for Dependent Competing Risks Assuming the Copula is Known

In: Lifetime Data: Models in Reliability and Survival Analysis

Author

Listed:
  • Ming Zheng

    (The Ohio State University, Department of Statistics
    The Medical College of Wisconsin, Division of Biostatistics)

  • John P. Klein

    (The Ohio State University, Department of Statistics
    The Medical College of Wisconsin, Division of Biostatistics)

Abstract

We show that if the copula between the two marginal distributions is known then the competing risks data is sufficient to identify the marginal survival function. An estimator is constructed to estimate the marginal survival functions based on an assumed copula. This estimator is shown to be consistent and to reduce to the Kaplan-Meier estimator when the death and censoring times are independent. Results of a simulation study are presented to compare this estimator to other estimators.

Suggested Citation

  • Ming Zheng & John P. Klein, 1996. "Identifiability and Estimation of Marginal Survival Functions for Dependent Competing Risks Assuming the Copula is Known," Springer Books, in: Nicholas P. Jewell & Alan C. Kimber & Mei-Ling Ting Lee & G. A. Whitmore (ed.), Lifetime Data: Models in Reliability and Survival Analysis, pages 401-408, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4757-5654-8_53
    DOI: 10.1007/978-1-4757-5654-8_53
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