Copula-based estimation of a bivariate distribution from censored successive times
J. de Uña Álvarez, A. Panduro Martín
The analysis of censored gap times is of interest in many studies but there are difficulties in the efficient estimation from such data using nonparametric or semiparametric methods. When the follow-up is limited and the times for a given individual are not independent, induced dependent censoring arises for the second and subsequent times. This invalidates the direct estimation of the marginal distributions through the Kaplan-Meier technique. We analize the copula model proposed by Lawless and Yilmaz (2011), characterized by a parametric copula model and nonparametric models of two marginal functions. We propose a sieve maximum likelihood estimation procedure, using B-splines, for estimating the marginal distributions and the copula parameter. We discuss the consistency and efficiency of the proposed procedure; these are novel results in the referred setup. The finite-sample performance of the proposed estimators is analysed in a simulation study. A real data illustration is given.
Keywords: Copula Functions, Maximum Likelihood Estimation, Multi-state Models, Semiparametric Efficiency, Sieve Estimation, Survival Analysis
Scheduled
GT18 Non-parametric statistics II. Nonparametric inference for density and distribution
June 9, 2022 12:00 PM
A15
Other papers in the same session
P. Saavedra Nieves, R. M. Crujeiras
J. E. Chacón
A. Meilán-Vila, E. García Portugués
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6/8/22
Visit Alhambra
Tomorrow, Thursday, we will visit the Alhambra. 1. At 7:00 p.m., buses will start leaving from the door of the Hotel Granada Center (in front of the door of the Faculty of Sciences) 2. Upon arrival, groups with guides will be organized. 3. There will be groups in English language. These groups will wait at the destination until the arrival of all buses. 4. After the visit to the Alhambra we will walk to the Carmen de los Mártires to have a cocktail. 5. On the way back, we can go back by bus, which will leave from the same place where they left us at the Alhambra. 6. Although the way to the Alhambra by bus seems long, it really is close to the city. We invite you, whoever wishes, to go down for a pleasant walk. 7. Do not forget to take your Alhambra ticket and your identity card or passport. The document must be the same whose number matches the ticket number you have.
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5/27/22
Gala Dinner
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5/23/22
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5/16/22
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