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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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Bibliografische gegevens
Hoofdauteurs: Chen, Xiaohong, Fan, Yanqin, Pouzo, Demian, Ying, Zhiliang
Formaat: Artigo
Taal:Inglês
Gepubliceerd in: 2010
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Online toegang: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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