Large sample properties of nonparametric copula estimators under bivariate censoring

DOI10.1080/02331888.2015.1119149zbMath1356.62047OpenAlexW2300686545MaRDI QIDQ2953445

Noël Veraverbeke, Candida Geerdens, Paul Janssen

Publication date: 4 January 2017

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2015.1119149

zbMATH Keywords

copulasKaplan-Meier estimatornonparametric estimatorunivariate censoringcopula censoring

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Censored data models (62N01) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (4)

Nonparametric estimation of risk ratios for bivariate data ⋮ Nonparametric estimation of univariate and bivariate survival functions under right censoring: a survey ⋮ Weighted U-statistics for likelihood-ratio ordering of bivariate data ⋮ Bernstein-based estimation of the cross ratio function

Cites Work

• Large sample behavior of the Bernstein copula estimator
• Bivariate censored regression relying on a new estimator of the joint distribution function
• Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
• Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
• Strong approximations of the quantile process of the product-limit estimator
• Local convergence of empirical measures in the random censorship situation with application to density and rate estimators
• Weak asymptotic representations for quantiles of the product-limit estimator
• Strong embedding of the estimator of the distribution function under random censorship
• Weak convergence of empirical copula processes
• A simplified model for studying bivariate mortality under right-censoring
• The product-limit estimator and the bootstrap: Some asymptotic representations
• Approximation Theorems of Mathematical Statistics
• Non‐parametric Copula Estimation Under Bivariate Censoring
• A LIL type result for the product limit estimator
• A simple nonparametric estimator of the bivariate survival function under univariate censoring
• Nonparametric estimators of the bivariate survival function under simplified censoring conditions
• Locally Efficient Estimation of a Multivariate Survival Function in Longitudinal Studies
• A Note on Quantiles in Large Samples

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