Model selection and semiparametric inference for bivariate failure-time data

Citation
Wj. Wang et Mt. Wells, Model selection and semiparametric inference for bivariate failure-time data, J AM STAT A, 95(449), 2000, pp. 62-72
Citations number
46
Categorie Soggetti
Mathematics
Volume
95
Issue
449
Year of publication
2000
Pages
62 - 72
Database
ISI
SICI code
Abstract
We propose model selection procedures for bivariate survival models for cen sored data generated by the Archimedean copula Family. In route to construc ting the selection methodology, we develop estimates of some time-dependent association measures, including estimates of the local and global Kendall' s tau, local odds ratio, and other measures defined throughout the literatu re. We propose a goodness-of-fit-base model selection methodology as well a s a graphical approach. We show that the proposed methods have desirable as ymptotic properties and perform well in finite samples.