A Semi-Parametric Copula Estimation under Censoring

by Fatah BENATIA and Nesrine IDIOU

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...

• Format: Paperback
• Language: English
• ISBN: 620551897X
• ISBN13: 9786205518977
• Release Date: January 2023
• Publisher: LAP Lambert Academic Publishing
• Length: 136 Pages
• Weight: 0.46 lbs.
• Dimensions: 0.3" x 6.0" x 9.0"