Nonparametric maximum likelihood estimation for dependent truncation data based on copulas

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题名:	Nonparametric maximum likelihood estimation for dependent truncation data based on copulas
作者:	江村剛志;Emura, Takeshi;Wang, Weijing
贡献者:	理學院統計研究所
关键词:	Archimedean copula;Decision making models;Lifetime data;Maximum likelihood method;Model selection;Nonparametric maximum likelihood;Parameter estimation;Quasi-independence;Simulation;Studies;Truncation;Weak convergence
日期:	2012-09-01
上传时间:	2026-04-23 12:58:07 (UTC+8)
出版者:	Academic Press Inc.;New York: Elsevier Inc
摘要:	摘要： Truncation occurs when the variable of interest can be observed only if its value satisfies certain selection criteria. Most existing methods for analyzing such data critically rely on the assumption that the truncation variable is quasi-independent of the variable of interest. In this article, the authors propose a likelihood-based inference approach under the assumption that the dependence structure of the two variables follows a general form of copula model. They develop a model selection method for choosing the best-fitted copula among a broad class of model alternatives, and they derive large-sample properties of the proposed estimators, including the inverse Fisher information matrix. The treatment of ties is also discussed. They apply their methods to the analysis of a transfusion-related AIDS data set and compare the results with existing methods. Simulation results are also provided to evaluate the finite-sample performances of all the competing methods. 出版者： New York: Elsevier Inc 出版日期： 2012-09 出處： Journal of multivariate analysis, 2012-09, Vol.110, p.171-188 資源來源： Elsevier ScienceDirect Journals Complete 版權： 2012 Elsevier Inc. 版權： Copyright Taylor & Francis Group Sep 2012 識別號： ISSN: 0047-259X 識別號： EISSN: 1095-7243 識別號： DOI: 10.1016/j.jmva.2012.03.012 識別號： CODEN: JMVAAI
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