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The analysis of semi‐competing risks data using Archimedean copula models.

Authors :
Wang, Antai
Guo, Ziyan
Zhang, Yilong
Wu, Jihua
Source :
Statistica Neerlandica. Feb2024, Vol. 78 Issue 1, p191-207. 17p.
Publication Year :
2024

Abstract

In this paper, we derive the copula‐graphic estimator (Zheng and Klein) for marginal survival functions using Archimedean copula models based on competing risks data subject to univariate right censoring and prove its uniform consistency and asymptotic properties. We then propose a novel parameter estimation method based on the semi‐competing risks data using Archimedean copula models. Based on our estimation strategy, we propose a new model selection procedure. We also describe an easy way to accommodate possible covariates in data analysis using our strategies. Simulation studies have shown that our parameter estimate outperforms the estimator proposed by Lakhal, Rivest and Abdous for the Hougaard model and the model selection procedure works quite well. We fit a leukemia dataset using our model and end our paper with some discussion. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00390402
Volume :
78
Issue :
1
Database :
Academic Search Index
Journal :
Statistica Neerlandica
Publication Type :
Academic Journal
Accession number :
173972599
Full Text :
https://doi.org/10.1111/stan.12311