Large sample properties of nonparametric copula estimators under bivariate censoring
Abstract
A new nonparametric estimator is proposed for the copula function of a bivariate survival function for data subject to random right-censoring. We consider two censoring models: univariate and copula censoring. We show strong consistency and we obtain an i.i.d. representation for the copula estimator. In a simulation study we compare the new estimator to the one of Gribkova and Lopez [Nonparametric copula estimation under bivariate censoring
URI
http://hdl.handle.net/10394/21077http://dx.doi.org/10.1111/sjos.12144
http://www.tandfonline.com/doi/full/10.1080/02331888.2015.1119149