相依競爭風險邊際分配估計之探討

• Main Author: 張簡嘉詠
• Other Authors: 陳麗霞
• Format: Others
• Language: zh-TW
• Published: 2007
• Online Access: http://ndltd.ncl.edu.tw/handle/62609617133526878338

碩士 === 國立政治大學 === 統計研究所 === 96 === The problem of estimating marginal distributions in a competing risks study is often met in scientific fields. Because main event and secondary event compete with each other, and a first occurring event prevents us from observing another event promptly, the intact lifetimes or survival times are unable to be collected in the circumstances that the probability of both lifetimes coinciding is 0. Unless lifetimes being independent or adding other conditions, there is a problem that the marginal distributions are non-identifiable. But the condition of independence is not always reasonable, we may assume the relation between lifetimes has some special form Because the copula defines the association between two variables, it can be employed to explain relation between lifetimes. Assuming that the dependence parameter in the copula framework is known, and adopting the concept of the probability integral transformations, this thesis has demonstrated whether the estimating abilities of the copula-graphic estimator, that Zheng and Klein put forward, are different in rates of censoring, intensities of dependence, and forms of the copula.