Show simple item record

A Model Selection Test for Bivariate Failure-Time Data

dc.contributor.authorChen, Xiaohong
dc.contributor.authorFan, Yanqin
dc.description.abstractIn 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 the selection criterion function may be preferred to other estimators. To handle the issue of data reuse, we put model selection in the context of hypothesis testing and propose a simple test for model selection from a finite number of parametric copulas. Results from a simulation study and two empirical applications provide strong support to our theoretical findings.
dc.publisherVanderbilt Universityen
dc.subjectArchimedean copula
dc.subjectbivariate survival function
dc.subjectdata reuse
dc.subjectminimum-distance estimation
dc.subjectmodel selection
dc.titleA Model Selection Test for Bivariate Failure-Time Data
dc.typeWorking Paperen

Files in this item


This item appears in the following Collection(s)

Show simple item record