Fr. 88.00

A Semi-Parametric Copula Estimation under Censoring - Copula Estimation Under Censoring. DE

English · Paperback / Softback

Shipping usually within 2 to 3 weeks (title will be printed to order)

Description

Read more

This book combines two interesting branches of statistics: survival analysis and copula theory. The primary objective is to extend the copula theory results via semi-parametric estimation, under censored data. More precisely, we are interested by copulas semi-parametric estimates adapted for bivariate censored data. As theoretical results, general formulas were proved with analytical forms of the obtained estimators. The asymptotic normality of the empirical survival copula was established for the two censoring cases. The dependence structure between the bivariate survival times has been modeled under the assumption that the underlying copula is Archimedean. Accounting for various censoring patterns (singly or doubly censored).. We implemented the frailty model for two-variable survival data using Archimedean copulas in the final part of the book. The frailty variables considered here are latent and are nevertheless one-dimensional. In the example presented, this variable characterized the effect of the individual on the recurrence time. The applications for health-related survival data were next examined.

About the author










Doctor in Mathematical statistics. Have a Ph.D. degree in Mathematics, Statistical option (March 2022) from Biskra University, Algeria. Her research interests focus on copulas estimation and their applications for complete and incomplete data. She has published research articles in different international reputed journals of mathematics.

Product details

Authors Fatah BENATIA, Nesrine IDIOU
Publisher LAP Lambert Academic Publishing
 
Languages English
Product format Paperback / Softback
Released 03.01.2023
 
EAN 9786205518977
ISBN 9786205518977
No. of pages 136
Subject Natural sciences, medicine, IT, technology > Mathematics > Miscellaneous

Customer reviews

No reviews have been written for this item yet. Write the first review and be helpful to other users when they decide on a purchase.

Write a review

Thumbs up or thumbs down? Write your own review.

For messages to CeDe.ch please use the contact form.

The input fields marked * are obligatory

By submitting this form you agree to our data privacy statement.