Copula identifiability conditions for dependent truncated data model

被引：9

作者：

Ding, A. Adam ^{[1
]}

机构：

[1] Northeastern Univ, Dept Math, Boston, MA 02115 USA

来源：

LIFETIME DATA ANALYSIS | 2012年 / 18卷 / 04期

关键词：

Archimedean copula; Semi-survival function; Analytic function; Dependent censoring; PROPORTIONAL HAZARDS MODEL; SEMICOMPETING RISKS DATA; REGRESSION-ANALYSIS; SURVIVAL ANALYSIS; TIME; INDEPENDENCE; FAILURE;

D O I：

10.1007/s10985-012-9217-5

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We provide a copula identifiability condition for dependent truncated data model. The identifiability is characterized by the strong lower-left tail identifiability of the copula family. We show that the commonly used Archimedean copula families with analytic generator functions satisfy this condition.

引用

收藏

页码：397 / 407

页数：11

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