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A Martingale Approach to the Copula-Graphic Estimator for the Survival Function under Dependent Censoring

Citations

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Cited by:

  1. Yi‐Hau Chen, 2010. "Semiparametric marginal regression analysis for dependent competing risks under an assumed copula," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(2), pages 235-251, March.
  2. repec:iab:iabfme:200902(en is not listed on IDEAS
  3. Shoukri, Mohamed M. & Kumar, Pranesh & Colak, Dilek, 2011. "Analyzing dependent proportions in cluster randomized trials: Modeling inter-cluster correlation via copula function," Computational Statistics & Data Analysis, Elsevier, vol. 55(3), pages 1226-1235, March.
  4. Schwarz, Maik & Jongbloed, Geurt & Van Keilegom, Ingrid, 2012. "On the identifiability of copulas in bivariate competing risks models," LIDAM Discussion Papers ISBA 2012032, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  5. Negera Wakgari Deresa & Ingrid Van Keilegom, 2025. "Semiparametric transformation models for survival data with dependent censoring," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 77(3), pages 425-457, June.
  6. Gilles Crommen & Jad Beyhum & Ingrid Van Keilegom, 2024. "An instrumental variable approach under dependent censoring," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 33(2), pages 473-495, June.
  7. Simon M. S. Lo & Ralf A. Wilke, 2010. "A copula model for dependent competing risks," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 59(2), pages 359-376, March.
  8. Emura, Takeshi & Chen, Yi-Hau, 2014. "Gene selection for survival data under dependent censoring: a copula-based approach," MPRA Paper 58043, University Library of Munich, Germany.
  9. Wang, Antai, 2014. "Properties of the marginal survival functions for dependent censored data under an assumed Archimedean copula," Journal of Multivariate Analysis, Elsevier, vol. 129(C), pages 57-68.
  10. Gilles Crommen & Jean-Pierre Florens & Ingrid Van Keilegom, 2025. "Tests of exogeneity in duration models with censored data," Papers 2510.26613, arXiv.org, revised Dec 2025.
  11. Emura, Takeshi & Hsu, Jiun-Huang, 2020. "Estimation of the Mann–Whitney effect in the two-sample problem under dependent censoring," Computational Statistics & Data Analysis, Elsevier, vol. 150(C).
  12. Bücher, Axel & Dette, Holger & Volgushev, Stanislav, 2012. "A test for Archimedeanity in bivariate copula models," Journal of Multivariate Analysis, Elsevier, vol. 110(C), pages 121-132.
  13. T. Emura & K. Murotani, 2015. "An algorithm for estimating survival under a copula-based dependent truncation model," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(4), pages 734-751, December.
  14. Lo Simon M.S. & Wilke Ralf A., 2014. "A Regression Model for the Copula-Graphic Estimator," Journal of Econometric Methods, De Gruyter, vol. 3(1), pages 21-46, January.
  15. Lo, Simon M.S. & Stephan, Gesine & Wilke, Ralf, 2012. "Estimating the Latent Effect of Unemployment Benefits on Unemployment Duration," IZA Discussion Papers 6650, Institute of Labor Economics (IZA).
  16. Wang, Antai, 2012. "On the nonidentifiability property of Archimedean copula models under dependent censoring," Statistics & Probability Letters, Elsevier, vol. 82(3), pages 621-625.
  17. Kim, Dongwoo, 2023. "Partially identifying competing risks models: An application to the war on cancer," Journal of Econometrics, Elsevier, vol. 234(2), pages 536-564.
  18. Deresa, N.W. & Van Keilegom, I. & Antonio, K., 2022. "Copula-based inference for bivariate survival data with left truncation and dependent censoring," Insurance: Mathematics and Economics, Elsevier, vol. 107(C), pages 1-21.
  19. Herbert Hove & Frank Beichelt & Parmod K. Kapur, 2017. "Estimation of the Frank copula model for dependent competing risks in accelerated life testing," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 8(4), pages 673-682, December.
  20. Myrthe D’Haen & Ingrid Van Keilegom & Anneleen Verhasselt, 2025. "Quantile regression under dependent censoring with unknown association," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 31(2), pages 253-299, April.
  21. Lajmi Lakhal & Louis-Paul Rivest & Belkacem Abdous, 2008. "Estimating Survival and Association in a Semicompeting Risks Model," Biometrics, The International Biometric Society, vol. 64(1), pages 180-188, March.
  22. Kouros Owzar & Pranab Kumar Sen, 2003. "Copulas: concepts and novel applications," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 323-353.
  23. Lo, Simon M.S. & Shi, Shuolin & Wilke, Ralf A., 2025. "A copula duration model with dependent states and spells," Computational Statistics & Data Analysis, Elsevier, vol. 204(C).
  24. Braekers, Roel & Veraverbeke, Noël, 2008. "A conditional Koziol-Green model under dependent censoring," Statistics & Probability Letters, Elsevier, vol. 78(7), pages 927-937, May.
  25. Geert Zittersteyn & Jennifer Alonso-García, 2021. "Common Factor Cause-Specific Mortality Model," Risks, MDPI, vol. 9(12), pages 1-30, December.
  26. Lo Simon M.S. & Stephan Gesine & Wilke Ralf A., 2017. "Competing Risks Copula Models for Unemployment Duration: An Application to a German Hartz Reform," Journal of Econometric Methods, De Gruyter, vol. 6(1), pages 1-20, January.
  27. Jacobo Uña-Álvarez & Noël Veraverbeke, 2013. "Generalized copula-graphic estimator," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(2), pages 343-360, June.
  28. Paul Janssen & Noël Veraverbeke, 2024. "Nonparametric estimation of univariate and bivariate survival functions under right censoring: a survey," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 87(3), pages 211-245, April.
  29. Liu, Yi & Wang, Qihua, 2015. "Copula-graphic estimators for the marginal survival function with censoring indicators missing at random," Statistics & Probability Letters, Elsevier, vol. 107(C), pages 101-110.
  30. Sujica, Aleksandar & Van Keilegom, Ingrid, 2013. "Estimation of location and scale functionals in nonparametric regression under copula dependent censoring," LIDAM Discussion Papers ISBA 2013024, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  31. Antai Wang & Ziyan Guo & Yilong Zhang & Jihua Wu, 2024. "The analysis of semi‐competing risks data using Archimedean copula models," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 78(1), pages 191-207, February.
  32. Deresa, Negera Wakgari & Van Keilegom, Ingrid, 2020. "A multivariate normal regression model for survival data subject to different types of dependent censoring," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
  33. Sujica, Aleksandar & Van Keilegom, Ingrid, 2018. "The copula-graphic estimator in censored nonparametric location-scale regression models," Econometrics and Statistics, Elsevier, vol. 7(C), pages 89-114.
  34. Menggang Yu & Constantin T. Yiannoutsos, 2015. "Marginal and Conditional Distribution Estimation from Double-sampled Semi-competing Risks Data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(1), pages 87-103, March.
  35. Dabrowska Dorota M., 2012. "Estimation in a Semi-Markov Transformation Model," The International Journal of Biostatistics, De Gruyter, vol. 8(1), pages 1-62, June.
  36. Lo, Simon M.S. & Mammen, Enno & Wilke, Ralf A., 2020. "A nested copula duration model for competing risks with multiple spells," Computational Statistics & Data Analysis, Elsevier, vol. 150(C).
  37. Fan, Yanqin & Liu, Ruixuan, 2018. "Partial identification and inference in censored quantile regression," Journal of Econometrics, Elsevier, vol. 206(1), pages 1-38.
  38. Escobar-Bach, Mikael & Helali, Salima, 2024. "Dependent censoring with simultaneous death times based on the Generalized Marshall–Olkin model," Journal of Multivariate Analysis, Elsevier, vol. 204(C).
  39. Ebrahimi, Nader & Molefe, Daniel, 2003. "Survival function estimation when lifetime and censoring time are dependent," Journal of Multivariate Analysis, Elsevier, vol. 87(1), pages 101-132, October.
  40. Morine Delhelle & Ingrid Van Keilegom, 2025. "Copula based dependent censoring in cure models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 34(2), pages 361-382, June.
  41. Antai Wang & Krishnendu Chandra & Ruihua Xu & Junfeng Sun, 2015. "The Identifiability of Dependent Competing Risks Models Induced by Bivariate Frailty Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(2), pages 427-437, June.
  42. Hsieh, Jin-Jian & Hsu, Chia-Hao, 2018. "Estimation of the survival function with redistribution algorithm under semi-competing risks data," Statistics & Probability Letters, Elsevier, vol. 132(C), pages 1-6.
  43. Heuchenne, Cedric & Laurent, Stephane & Legrand, Catherine & Van Keilegom, Ingrid, 2011. "Likelihood based inference for semi-competing risks," LIDAM Discussion Papers ISBA 2011022, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  44. Zhao, XiaoBing & Zhou, Xian, 2010. "Applying copula models to individual claim loss reserving methods," Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 290-299, April.
  45. Simon M. S. Lo & Ralf A. Wilke, 2010. "A copula model for dependent competing risks," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 59(2), pages 359-376, March.
  46. Mengyue Zhang & Shishu Zhao & Shuying Wang & Xiaolin Xu, 2025. "Regression analysis of a graphical proportional hazards model for informatively left-truncated current status data," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 31(3), pages 498-542, July.
  47. Simon M.S. Lo & Ralf A. Wilke, 2011. "Identifiability and estimation of the sign of a covariate effect in the competing risks model," Discussion Papers 11/03, University of Nottingham, School of Economics.
  48. Jia-Han Shih & Takeshi Emura, 2018. "Likelihood-based inference for bivariate latent failure time models with competing risks under the generalized FGM copula," Computational Statistics, Springer, vol. 33(3), pages 1293-1323, September.
  49. Gilles Crommen & Jad Beyhum & Ingrid Van Keilegom, 2025. "Estimation of the complier causal hazard ratio under dependent censoring," Papers 2504.02096, arXiv.org.
  50. Lo, Simon M.S. & Wilke, Ralf A. & Emura, Takeshi, 2024. "A semiparametric model for the cause-specific hazard under risk proportionality," Computational Statistics & Data Analysis, Elsevier, vol. 195(C).
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