A simplified model for studying bivariate mortality under right-censoring

JOURNAL OF MULTIVARIATE ANALYSIS

卷:115

Article

Gribkova, Svetlana¹  Lopez, Olivier¹  Saint-Pierre, Philippe¹ 

[1] Univ Paris 06, Lab Stat Theor & Appl, F-75005 Paris, France

关键词: Survival analysis;    Nonparametric estimation;    Kaplan-Meier estimator;    Bivariate censoring;    Mortality analysis;    Copula models;    Bootstrap;   

DOI  :  10.1016/j.jmva.2012.10.005

来源: Elsevier

【 摘 要 】

In this paper, we provide a nonparametric estimator of the distribution of bivariate censored lifetimes, in a model where the two censoring variables differ only through an additional observed variable. This situation is motivated by a particular application to insurance, where the supplementary variable corresponds to the age difference between two individuals. Asymptotic results for our estimator are provided. The new tools that we develop are used to perform goodness-of-fit tests for survival copula models. The practical performance is illustrated through simulations and a real data analysis. (C) 2012 Elsevier Inc. All rights reserved.

【 授权许可】

Free