A Semi-Parametric Copula Estimation under Censoring: Copula Estimation Under Censoring - Couverture souple

IDIOU, Nesrine; BENATIA, Fatah

Couverture souple

ISBN 10 : 620551897X ISBN 13 : 9786205518977

Editeur : LAP LAMBERT Academic Publishing, 2023

Synopsis

This book combines two interesting branches of statistics: survival analysis and copula theory. The primary objective is to extend the copula theory results via semi-parametric estimation, under censored data. More precisely, we are interested by copulas semi-parametric estimates adapted for bivariate censored data. As theoretical results, general formulas were proved with analytical forms of the obtained estimators. The asymptotic normality of the empirical survival copula was established for the two censoring cases. The dependence structure between the bivariate survival times has been modeled under the assumption that the underlying copula is Archimedean. Accounting for various censoring patterns (singly or doubly censored).. We implemented the frailty model for two-variable survival data using Archimedean copulas in the final part of the book. The frailty variables considered here are latent and are nevertheless one-dimensional. In the example presented, this variable characterized the effect of the individual on the recurrence time. The applications for health-related survival data were next examined.

Détails de l'édition

• Éditeur: LAP LAMBERT Academic Publishing
• Date d'édition: 2023
• Langue: anglais
• ISBN 10: 620551897X
• ISBN 13: 9786205518977
• Reliure: Broché
• Nombre de pages: 136
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible