Likelihood ratio procedures and tests of fit in parametric and semiparametric copula models with censored data

DOI10.1007/s10985-011-9192-2zbMath1230.62066OpenAlexW1963693056WikidataQ33807107 ScholiaQ33807107MaRDI QIDQ719046

Jerald F. Lawless, Yildiz E. Yilmaz

Publication date: 27 September 2011

Published in: Lifetime Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10985-011-9192-2

zbMATH Keywords

maximum likelihoodsemiparametric estimationmodel misspecificationpseudolikelihood

Mathematics Subject Classification ID

Related Items (5)

Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models ⋮ Archimedean copulas derived from utility functions ⋮ A copula model for marked point processes ⋮ Semiparametric estimation in copula models for bivariate sequential survival times ⋮ A diagnostic test for specification of copulas under censorship

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