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Likelihood-Based Inference for Semi-Competing Risks

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Heuchenne, Cédric [UCL] Laurent, Stéphane Legrand, Catherine [UCL] Van Keilegom, Ingrid [UCL]

Consider semi-competing risks data (two times to concurrent events are studied but only one of them is right-censored by the other one) where the link between the times Y and C to non-terminal and terminal events, respectively, is modeled by a family of Archimedean copulas. Moreover, both Y and C are submitted to an independent right censoring variable D. We propose to estimate the parameter of the copula and some resulting survival functions using a pseudo maximum likelihood approach. The main advantage of this procedure is that it extends to multidimensional parameters copulas. We perform simulations to study the behavior of our estimation procedure and its impact on other related estimators and we apply our method to real data coming from a study on the Hodgkin disease.

Document type Article de périodique (Journal article) – Article de recherche
Publication date 2014
Language Anglais
Journal information "Communications in Statistics - Simulation and Computation" - Vol. 43, no. 5, p. 1112-1132 (2014)
Peer reviewed yes
issn 0361-0918
e-issn 1532-4141
Publication status Publié
Affiliations UCL - SSH/LIDAM/ISBA - Institut de Statistique, Biostatistique et Sciences Actuarielles
ULg - HEC management School of the University of Liège
Links
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Bibliographic reference Heuchenne, Cédric ; Laurent, Stéphane ; Legrand, Catherine ; Van Keilegom, Ingrid. Likelihood-Based Inference for Semi-Competing Risks. In: Communications in Statistics - Simulation and Computation, Vol. 43, no. 5, p. 1112-1132 (2014)
Permanent URL http://hdl.handle.net/2078.1/139420