TY - JOUR
T1 - On the nonidentifiability property of Archimedean copula models under dependent censoring
AU - Wang, Antai
N1 - Funding Information:
The author would like to thank anonymous reviewers for their encouragement and valuable comments that led to great improvement of this paper. The research was supported by an NSF (National Science Foundation) grant DMS1106608 .
PY - 2012/3
Y1 - 2012/3
N2 - In this paper, we prove a peculiar property shared by the Archimedean copula models, that is, different Archimedean copula models with distinct dependent levels can have the same crude survival functions for dependent censored data. This property directly shows the nonidentifiability property of the Archimedean copula models. The proposed procedure is then demonstrated by two examples.
AB - In this paper, we prove a peculiar property shared by the Archimedean copula models, that is, different Archimedean copula models with distinct dependent levels can have the same crude survival functions for dependent censored data. This property directly shows the nonidentifiability property of the Archimedean copula models. The proposed procedure is then demonstrated by two examples.
KW - Archimedean copula models
KW - Dependent censoring
KW - Kendall's τ
KW - The Clayton model
KW - The Hougaard model
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U2 - 10.1016/j.spl.2011.11.005
DO - 10.1016/j.spl.2011.11.005
M3 - Article
AN - SCOPUS:84855279852
SN - 0167-7152
VL - 82
SP - 621
EP - 625
JO - Statistics and Probability Letters
JF - Statistics and Probability Letters
IS - 3
ER -