Abstract:
:We investigate two-stage parametric and two-stage semi-parametric estimation procedures for the association parameter in copula models for bivariate survival data where censoring in either or both components is allowed. We derive asymptotic properties of the estimators and compare their performance by simulations. Both parametric and semi-parametric estimators of the association parameter are efficient at independence, and the parameter estimates in the margins have high efficiency and are robust to misspecification of dependency structures. In addition, we propose a consistent variance estimator for the semi-parametric estimator of the association parameter. We apply the proposed methods to an AIDS data set for illustration.
journal_name
Biometricsjournal_title
Biometricsauthors
Shih JH,Louis TAsubject
Has Abstractpub_date
1995-12-01 00:00:00pages
1384-99issue
4eissn
0006-341Xissn
1541-0420journal_volume
51pub_type
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