Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula

DOI10.1007/s00362-016-0865-5zbMath1432.62153OpenAlexW2562685736MaRDI QIDQ141958

Takeshi Emura, Jia-Han Shih, Takeshi Emura, Jia-Han Shih

Publication date: 22 December 2016

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-016-0865-5

zbMATH Keywords

Kendall's tauSpearman's rhocompeting riskFGM copulaBlest's coefficient

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Nonparametric hypothesis testing (62G10) Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Reliability and life testing (62N05)

Related Items (10)

Nonparametric tests for independence: a review and comparative simulation study with an application to malnutrition data in India ⋮ On the copula correlation ratio and its generalization ⋮ Inferring association from reliability functions: an approach based on copulas ⋮ Polynomial bivariate copulas of degree five: characterization and some particular inequalities ⋮ A generalized bivariate lifetime distribution based on parallel-series structures ⋮ Likelihood-based inference for bivariate latent failure time models with competing risks under the generalized FGM copula ⋮ The impact on the properties of the EFGM copulas when extending this family ⋮ GFGM.copula ⋮ Assessing the numerical integration of dynamic prediction formulas using the exact expressions under the joint frailty-copula model ⋮ Bivariate quantile residual life: a characterization theorem and statistical properties

Uses Software

• survival

Cites Work

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