THE IDENTIFIABILITY OF COPULA MODELS FOR DEPENDENT COMPETING RISKS DATA WITH EXPONENTIALLY DISTRIBUTED MARGINS
Document Type
Article
Publication Date
4-1-2023
Abstract
We prove the identifiability property of Archimedean copula models for dependent competing risks data when at least one of the failure times is exponentially distributed. With this property, it becomes possible to quantify the dependence between competing events based on exponentially distributed dependent censored data. We demonstrate our estimation procedure using simulation studies and in an application to survival data.
Identifier
85161643801 (Scopus)
Publication Title
Statistica Sinica
External Full Text Location
https://doi.org/10.5705/ss.202020.0520
ISSN
10170405
First Page
983
Last Page
1001
Issue
2
Volume
33
Recommended Citation
Wang, Antai, "THE IDENTIFIABILITY OF COPULA MODELS FOR DEPENDENT COMPETING RISKS DATA WITH EXPONENTIALLY DISTRIBUTED MARGINS" (2023). Faculty Publications. 1790.
https://digitalcommons.njit.edu/fac_pubs/1790
