Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship
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More about this item
KeywordsMultivariate survival models; Misspecified copulas; Penalized pseudo-likelihood ratio; Fixed or random censoring; Kaplan-Meier estimator;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
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