Estimation and Goodness of Fit for Multivariate Survival Models Based on Copulas
We provide ways to test the fit of a parametric copula family for bivariate censored data with or without covariates. The proposed copula family is tested by embedding it in an expanded parametric family of copulas. When parameters in the proposed and the expanded copula models are estimated by maxi...
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| Language: | en |
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2009
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| Online Access: | http://hdl.handle.net/10012/4571 |