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On the identifiability of copulas in bivariate competing risks models

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Schwarz, Maik [UCL] Jongbloed, Geurt [Delft University of Technology, The Netherlands] Van Keilegom, Ingrid [UCL]

In competing risks models, the joint distribution of the event times is not identifiable even when the margins are fully known, which has been referred to as the "identifiability crisis in competing risks analysis" (Crowder, 1991). We model the dependence between the event times by an unknown copula and show that identification is actually possible within many frequently used families of copulas. The result is then extended to the case where one margin is unknown. The Canadian Journal of Statistics 2013. © 2013 Statistical Society of Canada.

Document type Article de périodique (Journal article) – Article de recherche
Access type Accès interdit
Publication date 2013
Language Anglais
Journal information "Canadian Journal of Statistics" - Vol. 41, no. 2, p. 291-303 (2013)
Peer reviewed yes
issn 0319-5724
Publication status Publié
Affiliation UCL - SSH/LIDAM/ISBA - Institut de Statistique, Biostatistique et Sciences Actuarielles
Keywords Bivariate distribution ; Competing risks ; Copulas ; Dependent censoring ; Identification
Links
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Bibliographic reference Schwarz, Maik ; Jongbloed, Geurt ; Van Keilegom, Ingrid. On the identifiability of copulas in bivariate competing risks models. In: Canadian Journal of Statistics, Vol. 41, no. 2, p. 291-303 (2013)
Permanent URL http://hdl.handle.net/2078.1/128763