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Activity Number:
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471
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Type:
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Contributed
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Date/Time:
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Wednesday, August 9, 2006 : 2:00 PM to 3:50 PM
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Sponsor:
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Biometrics Section
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| Abstract - #306862 |
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Title:
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A Goodness-of-Fit Test for Copula Models
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Author(s):
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Antai Wang*+
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Companies:
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Georgetown University
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Address:
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6036 Richmond Hwy., Unit 602, Alexandria, VA, 22303,
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Keywords:
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goodness-of-fit ; Archimedean copula models ; survival data
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Abstract:
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I propose a goodness of fit test for Archimedean copula models for bivariate data. Based on an interesting result for the conditional distribution of $V=S(T_{1},T_{2})$ given the censoring patterns, I extend the proposed goodness-of-fit test procedure from the uncensored data to censored data. Simulation studies have shown that the test works quite well. Some illustrative examples will be presented.
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- The address information is for the authors that have a + after their name.
- Authors who are presenting talks have a * after their name.
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