Estimation of Association Parameters in Copula Models for Bivariate Left-Truncated and Right-Censored Data
碩士 === 東海大學 === 統計學系 === 103 === We investigate the problem of estimating the association between two related survival variables when they follow a copula model and bivariate left-truncated and right-censored data are available. By expressing truncation probability as the functional of marginal surv...
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/30919827382753882416 |
| Summary: | 碩士 === 東海大學 === 統計學系 === 103 === We investigate the problem of estimating the association between two related survival
variables when they follow a copula model and bivariate left-truncated and right-censored
data are available. By expressing truncation probability as the functional of marginal survival
functions, we propose a two-stage estimation procedure for estimating the parameters of
archimedean copulas. The asymptotic properties of the proposed estimators are established.
Simulation studies are conducted to investigate the nite sample properties of the proposed
estimators.
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