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1996-03-30
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Document 0981
DOCN M9650981
TI Inferences on the association parameter in copula models for bivariate
survival data.
DT 9505
AU Shih JH; Louis TA; National Heart, Lung, and Blood Institute, Bethesda,
Maryland; 20892-7938, USA.
SO Biometrics. 1995 Dec;51(4):1384-99. Unique Identifier : AIDSLINE
MED/96135423
AB We investigate two-stage parametric and two-stage semi-parametric
estimation procedures for the association parameter in copula models for
bivariate survival data where censoring in either or both components is
allowed. We derive asymptotic properties of the estimators and compare
their performance by simulations. Both parametric and semi-parametric
estimators of the association parameter are efficient at independence,
and the parameter estimates in the margins have high efficiency and are
robust to misspecification of dependency structures. In addition, we
propose a consistent variance estimator for the semi-parametric
estimator of the association parameter. We apply the proposed methods to
an AIDS data set for illustration.
DE Acquired Immunodeficiency Syndrome/MORTALITY AIDS-Related Opportunistic
Infections/MORTALITY Biometry/*METHODS Human *Models, Statistical
Support, U.S. Gov't, P.H.S. *Survival Analysis JOURNAL ARTICLE
SOURCE: National Library of Medicine. NOTICE: This material may be
protected by Copyright Law (Title 17, U.S.Code).