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Estimation of a bivariate conditional copula when a variable is subject to random right censoring
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Bouezmarni, Taoufik
Camirand, Félix
El Ghouch, Anouar
[UCL]
| Document type | Document de travail (Working Paper) |
|---|---|
| Access type | Accès libre |
| Publication date | 2016 |
| Language | Anglais |
| Number of pages | 43 pages |
| Collection | ISBA Discussion Paper - 2016/47 |
| Affiliation | UCL - SSH/LIDAM/ISBA - Institut de Statistique, Biostatistique et Sciences Actuarielles |
| Keywords | Survival analysis ; conditional copula ; functional delta method ; Kendall’s tau ; Spearman’s rho ; weak convergence |
| Links |
| Bibliographic reference | Bouezmarni, Taoufik ; Camirand, Félix ; El Ghouch, Anouar. Estimation of a bivariate conditional copula when a variable is subject to random right censoring. ISBA Discussion Paper ; 2016/47 (2016) 43 pages |
|---|---|
| Permanent URL | http://hdl.handle.net/2078.1/180382 |