Some algebraic properties of Archimedean copula functions and their applications in the statistical estimation of the survival function

Some algebraic properties of Archimedean copula functions and their applications in the statistical estimation of the survival function

In this paper we study some algebraic properties of Archimedean copulas and simple smoothed estimator of distribution function under random right censored observations in the presence of covariate. Where the dependence between a life time and a censoring variable may expressed by a given Archimedean...

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Bibliographic Details
Main Authors: Abdushukurov Akhmedovich, Muradov Rustamjon
Format: Article
Language:English
Published: BİSKA Bilisim Company 2016-06-01
Series:New Trends in Mathematical Sciences
Subjects:
Covariate
right censoring
Archimedean copulas
associative
Abelian semigroup
Archimedean axiom
asymptotic representation
weak convergence
Gaussian process
Online Access:https://ntmsci.com/ajaxtool/GetArticleByPublishedArticleId?PublishedArticleId=7169
Description
Summary:In this paper we study some algebraic properties of Archimedean copulas and simple smoothed estimator of distribution function under random right censored observations in the presence of covariate. Where the dependence between a life time and a censoring variable may expressed by a given Archimedean copula. We prove an almost sure asymptotic representation which provides a key tool for obtaining weak convergence result for estimator.
ISSN:2147-5520
2147-5520

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