Large sample properties of nonparametric copula estimators under bivariate censoring. Issue 5 (2nd September 2016)

• Record Type: Journal Article
• Authors: Geerdens, Candida; Janssen, Paul; Veraverbeke, Noël
• Is Part Of: Statistics. Volume 50:Issue 5(2016)
• Page Start: 1036
• Page End: 1055
• Publication Date: 2016-09-02
• Subjects: copula censoring -- copulas -- Kaplan–Meier estimator -- nonparametric estimator -- univariate censoring; Primary: 62G20 -- Secondary: 62G05 -- 62N01; Mathematical statistics -- Periodicals; 519.505
• DOI: 10.1080/02331888.2015.1119149
• Languages: English
• ISSNs: 0233-1888

Abstract

Abstract : A new nonparametric estimator is proposed for the copula function of a bivariate survival function for data subject to random right-censoring. We consider two censoring models: univariate and copula censoring. We show strong consistency and we obtain an i.i.d. representation for the copula estimator. In a simulation study we compare the new estimator to the one of Gribkova and Lopez [Nonparametric copula estimation under bivariate censoring; doi:10.1111/sjos.12144 ].