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- Title
On the identifiability of copulas in bivariate competing risks models.
- Authors
Schwarz, Maik; Jongbloed, Geurt; Van Keilegom, Ingrid
- Abstract
In competing risks models, the joint distribution of the event times is not identifiable even when the margins are fully known, which has been referred to as the 'identifiability crisis in competing risks analysis' (Crowder, 1991). We model the dependence between the event times by an unknown copula and show that identification is actually possible within many frequently used families of copulas. The result is then extended to the case where one margin is unknown. The Canadian Journal of Statistics 41: 291-303; 2013 © 2013 Statistical Society of Canada
- Subjects
COMPETING risks; DISTRIBUTION (Probability theory); RANDOM variables; FAILURE time data analysis; COPULA functions; PROBABILITY theory
- Publication
Canadian Journal of Statistics, 2013, Vol 41, Issue 2, p291
- ISSN
0319-5724
- Publication type
Article
- DOI
10.1002/cjs.11179