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  • Search: subject:"Multivariate survival models"
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Year of publication
Subject
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Fixed or random censoring 1 Kaplan-Meier estimator 1 Misspecified copulas 1 Multivariate survival models 1 Penalized pseudo-likelihood ratio 1
Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Language
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English 1
Author
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Chen, Xiaohong 1 Fan, Yanqin 1 Pouzo, Demian 1 Ying, Zhiliang 1
Institution
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Cowles Foundation for Research in Economics, Yale University 1
Published in...
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Cowles Foundation Discussion Papers 1
Source
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RePEc 1
Showing 1 - 1 of 1
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Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship
Chen, Xiaohong; Fan, Yanqin; Pouzo, Demian; Ying, Zhiliang - Cowles Foundation for Research in Economics, Yale University - 2008
Many models of semiparametric multivariate survival functions are characterized by nonparametric marginal survival functions and parametric copula functions, where different copulas imply different dependence structures. This paper considers estimation and model selection for these...
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