Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models

DOI10.1016/j.csda.2011.02.008zbMath1328.62211OpenAlexW2005237360MaRDI QIDQ901648

Yildiz E. Yilmaz, Jerald F. Lawless

Publication date: 12 January 2016

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2011.02.008

zbMATH Keywords

model misspecificationFrank copulapseudolikelihoodGumbelsemiparametric maximum likelihoodclayton copulahougaard copula

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Censored data models (62N01) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (6)

Estimation of covariate effects in proportional cross-ratio model of bivariate time-to-event outcomes ⋮ Robust estimators and tests for bivariate copulas based on likelihood depth ⋮ Parametric and semiparametric copula-based models for the regression analysis of competing risks ⋮ Evaluating Association Between Two Event Times with Observations Subject to Informative Censoring ⋮ Multiple event times in the presence of informative censoring: modeling and analysis by copulas ⋮ A copula model for marked point processes

Uses Software

• QRM
• bootstrap
• bootlib

Cites Work

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