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Abstract Details
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Activity Number:
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593
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Type:
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Invited
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Date/Time:
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Thursday, August 2, 2012 : 8:30 AM to 10:20 AM
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Sponsor:
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IMS
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| Abstract - #303579 |
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Title:
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Identifiability, Estimation, and Inference for Copula Models Based on Censored Data
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Author(s):
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Ingrid van Keilegom*+ and Maik Schwarz and Geurt Jongbloed
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Companies:
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Institut de Statistique and Université Catholique de Louvain and Delft University of Technology
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Address:
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Université catholique de Louvain, B-1348 Louvain-la-Neuve, _, , Belgium
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Keywords:
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survival analysis ;
copulas ;
dependent censoring ;
identifiability
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Abstract:
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In this paper we consider a random variable (survival time) that is subject to random right censoring. Instead of assuming that the censoring variable C is independent of the survival time T, we assume that the pair (T,C) is distributed according to a (bivariate) copula. We study under which conditions the model is identified when the marginals of T and/or C are unknown, and when the copula is either known or unknown but belonging to a parametric family. We also consider the problem of estimating the copula and the survival function.
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Authors who are presenting talks have a * after their name.
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