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  • 标题:Estimation of a bivariate conditional copula when a variable is subject to random right censoring
  • 本地全文:下载
  • 作者:Taoufik Bouezmarni ; Félix Camirand Lemyre ; Anouar El Ghouch
  • 期刊名称:Electronic Journal of Statistics
  • 印刷版ISSN:1935-7524
  • 出版年度:2019
  • 卷号:13
  • 期号:2
  • 页码:5044-5087
  • DOI:10.1214/19-EJS1645
  • 语种:English
  • 出版社:Institute of Mathematical Statistics
  • 摘要:This paper concerns the dependence structure of a random pair $(Y_{1},Y_{2})$ conditionally upon a covariate $X$ in the case where the variable $Y_{1}$ is subject to random right censoring. The dependence structure is described by a conditional copula for which we propose a nonparametric estimator. We establish the asymptotic properties of the proposed estimator and investigate its finite sample behavior in a numerical study. The methodology is illustrated through a real data example featuring patients with advanced lung cancer.
  • 关键词:Conditional copula; Kendall’s tau; kernel estimation; Spearman’s rho; survival analysis; weak convergence
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