Document Type
Dissertation
Date of Award
12-31-2021
Degree Name
Doctor of Philosophy in Mathematical Sciences - (Ph.D.)
Department
Mathematical Sciences
First Advisor
Antai Wang
Second Advisor
Wenge Guo
Third Advisor
Yixin Fang
Fourth Advisor
Sundarraman Subramanian
Fifth Advisor
Zhi Wei
Abstract
This dissertation mainly consists of two parts. In the first part, some properties of bivariate Archimedean Copulas formed by two time-to-event random variables are discussed under the setting of left censoring, where these two variables are subject to one left-censored independent variable respectively. Some distributional results for their joint cdf under different censoring patterns are presented. Those results are expected to be useful in both model fitting and checking procedures for Archimedean copula models with bivariate left-censored data. As an application of the theoretical results that are obtained, a moment estimator of the dependence parameter in Archimedean copula models is proposed as well, and some simulation studies are performed to demonstrate our parameter estimation method.
The second part is relevant to a new statistic proposed to estimate the survival function where left censoring exists. The derivation of this estimator is a little similar to that of the well-known copula-graphic estimator. The simulation results indicate the difference of performance between it and Left Kaplan Meier estimator when dependent censoring occurs.
Recommended Citation
Lin, Zhongcheng, "Dependent censoring in survival analysis" (2021). Dissertations. 1737.
https://digitalcommons.njit.edu/dissertations/1737
Included in
Biostatistics Commons, Mathematics Commons, Statistical, Nonlinear, and Soft Matter Physics Commons