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Estimation and model selection of semiparametric multivariate survival functions under general censorship

We study estimation and model selection of semiparametric models of multivariate survival functions for censored data, which are characterized by possibly misspecified parametric copulas and nonparametric marginal survivals. We obtain the consistency and root-n asymptotic normality of a two-step cop...

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Detalhes bibliográficos
Main Authors: Chen, Xiaohong, Fan, Yanqin, Pouzo, Demian, Ying, Zhiliang
Formato: Artigo
Idioma:Inglês
Publicado em: 2010
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC4002182/
https://ncbi.nlm.nih.gov/pubmed/24790286
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.jeconom.2009.10.021
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