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  • Search: subject:"bivariate survival function"
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Year of publication
Subject
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Bivariate survival function 5 Archimedean copula 2 Theorie 2 Theory 2 bivariate survival function 2 Annuity 1 Archimedean generator 1 Bayesian nonparametrics 1 Censoring 1 Concordance probability 1 Copula 1 Covariance between two functions 1 Generalized Gamma function 1 Integration by parts formula in n variables 1 Integration by parts in two variables 1 Multivariate Verteilung 1 Multivariate distribution 1 Reinforced urn process 1 Right censoring 1 Right-censoring 1 Schur constancy 1 Semi-competing risks 1 Stochastic process 1 Stochastischer Prozess 1 Survival analysis 1 Truncation 1 data reuse 1 law of uniform seniority 1 minimum-distance estimation 1 model selection 1 truncation 1
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Online availability
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Undetermined 5 Free 2
Type of publication
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Article 5 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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Undetermined 5 English 2
Author
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Arias, Luis A. Souto 1 Bresinsky, Henrik 1 Chappell, Richard 1 Chen, Xiaohong 1 Cirillo, Pasquale 1 Emura, Takeshi 1 Fan, Yanqin 1 Fine, Jason 1 Gupta, Ramesh 1 Jiang, Hongyu 1 Kao, Fan-Hsuan 1 Michimae, Hirofumi 1 Schimmele, Alexander 1 Schmidt, Klaus D. 1 Shen, Pao-sheng 1 Tajdari, Mohammad 1
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Institution
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Berkeley Electronic Press 1 Vanderbilt University Department of Economics 1
Published in...
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Computational Statistics 1 Harvard University Biostatistics Working Paper Series 1 Insurance 1 Journal of Multivariate Analysis 1 Metrika 1 Scandinavian actuarial journal 1 Vanderbilt University Department of Economics Working Papers 1
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Source
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RePEc 5 ECONIS (ZBW) 2
Showing 1 - 7 of 7
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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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Joint and survivor annuity valuation with a bivariate reinforced urn process
Arias, Luis A. Souto; Cirillo, Pasquale - In: Insurance 99 (2021), pp. 174-189
Persistent link: https://www.econbiz.de/10012649217
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An improved nonparametric estimator of sub-distribution function for bivariate competing risk models
Emura, Takeshi; Kao, Fan-Hsuan; Michimae, Hirofumi - In: Journal of Multivariate Analysis 132 (2014) C, pp. 229-241
For competing risks data, it is of interest to estimate the sub-distribution function of a particular failure event, which is the failure probability in the presence of competing risks. However, if multiple failure events per subject are available, estimation procedures become challenging even...
Persistent link: https://www.econbiz.de/10010939518
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Simple nonparametric estimators of the bivariate survival function under random left truncation and right censoring
Shen, Pao-sheng - In: Computational Statistics 29 (2014) 3, pp. 641-659
We consider estimating the bivariate survival function when both components are subject to random left truncation and …
Persistent link: https://www.econbiz.de/10010998541
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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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Some general results for moments in bivariate distributions
Gupta, Ramesh; Tajdari, Mohammad; Bresinsky, Henrik - In: Metrika 68 (2008) 2, pp. 173-187
Persistent link: https://www.econbiz.de/10005598628
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Semiparametric Methods for Semi-competing Risks Problem with Censoring and Truncation
Jiang, Hongyu; Fine, Jason; Chappell, Richard - Berkeley Electronic Press - 2004
Studies of chronic life-threatening diseases often involve both mortality and morbidity. In observational studies, the data may also be subject to administrative left truncation and right censoring. Since mortality and morbidity may be correlated and mortality may censor morbidity, the...
Persistent link: https://www.econbiz.de/10005246236
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