Empirical copulas for consecutive survival data

In the analysis of medical data the whole lifetime is often split into pieces characterizing the various stages in the development of a chronical disease. In this paper we provide a nonparametric copula function estimator for two consecutive survival data which are subject to truncation and right censorship. We also discuss an extension of Spearman’s Rho and Kendall’s Tau to the present situation. Copyright Sociedad de Estadística e Investigación Operativa 2013