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  • Search: subject:"Bivariate survival function"
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Year of publication
Subject
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Archimedean copula 2 bivariate survival function 2 Archimedean generator 1 Multivariate Verteilung 1 Multivariate distribution 1 Schur constancy 1 Theorie 1 Theory 1 data reuse 1 law of uniform seniority 1 minimum-distance estimation 1 model selection 1
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Online availability
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Free 2
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Chen, Xiaohong 1 Fan, Yanqin 1 Schimmele, Alexander 1 Schmidt, Klaus D. 1
Institution
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Vanderbilt University Department of Economics 1
Published in...
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Scandinavian actuarial journal 1 Vanderbilt University Department of Economics Working Papers 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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A note on bivariate survival functions following a law of uniform seniority
Schimmele, Alexander; Schmidt, Klaus D. - In: Scandinavian actuarial journal 2023 (2023) 9, pp. 907-915
Persistent link: https://www.econbiz.de/10014384019
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A Model Selection Test for Bivariate Failure-Time Data
Chen, Xiaohong; Fan, Yanqin - Vanderbilt University Department of Economics - 2004
In this paper, we address two important issues in survival model selection for censored data generated by the Archimedean copula family; method of estimating the parametric copulas and data reuse. We demonstrate that for model selection, estimators of the parametric copulas based on minimizing...
Persistent link: https://www.econbiz.de/10005178569
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