Estimation and model selection of semiparametric multivariate survival functions under general censorship

Journal of Econometrics

Volumn 157, Issue 1, 2010, Pages 129-142

  Chen, Xiaohong ^a   Fan, Yanqin ^b   Pouzo, Demian ^c   Ying, Zhiliang ^d  

^a YALE UNIVERSITY   (United States)

^b VANDERBILT UNIVERSITY   (United States)

^c NEW YORK UNIVERSITY   (United States)

^d Columbia University ^*  (United States)

Author keywords

Fixed or random censoring; Kaplan Meier estimator; Misspecified copulas; Multivariate survival models; Penalized pseudo likelihood ratio

Indexed keywords

ASYMPTOTIC ANALYSIS; STATISTICAL TESTS;

FIXED OR RANDOM CENSORING; KAPLAN-MEIER ESTIMATORS; MISSPECIFIED COPULAS; MULTIVARIATE SURVIVAL MODELS; PENALIZED PSEUDO-LIKELIHOOD RATIOS;

PARAMETER ESTIMATION;

EID: 84859923276     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2009.10.021     Document Type: Conference Paper

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