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Open AccessJournal ArticleDOI

Semiparametric Estimation of Association in a Bivariate Survival Function

Gangaji Maguluri
- 01 Sep 1993 - 
- Vol. 21, Iss: 3, pp 1648-1662
TLDR
In this paper, an algorithm to derive the asymptotic lower bound for the information of the parameter governing the association between two survival times is presented. But the lower bound is not directly comparable to the upper bound in this paper.
Abstract
Clayton's model for association in bivariate survival data is both of intrinsic importance and an interesting example of a semiparametric estimation problem, that is, a problem where inference about a parameter is required in the presence of nuisance functions. The joint distribution of the two survival times in this model is absolutely continuous and a single parameter governs the association between the two survival times. In this paper we describe an algorithm to derive the asymptotic lower bound for the information of the parameter governing the association. We discuss the construction of one-step estimators and compare their performance to that of other estimators in a Monte Carlo study.

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A semiparametric estimation procedure of dependence parameters in multivariate families of distributions

TL;DR: In this article, the authors investigated the properties of a semiparametric method for estimating the dependence parameters in a family of multivariate distributions and proposed an estimator, obtained as a solution of a pseudo-likelihood equation, which is consistent, asymptotically normal and fully efficient at independence.
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Understanding Relationships Using Copulas

TL;DR: This article introduces actuaries to the concept of “copulas,” a tool for understanding relationships among multivariate outcomes, a function that links univariate marginals to their full multivariate distribution, and several families of copulas that have appeared in the literature.
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A counting process approach to maximum likelihood estimation in frailty models

TL;DR: In this paper, the authors study counting process models for event history data where the intensities depend on unobservable quantities ("frailties") such as dependent failure times and regression models with unobservably covariates.
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Semiparametric estimation in copula models

TL;DR: In this article, the authors recall the limiting behaviour of the empirical copula process and apply it to prove some asymptotic properties of a minimum distance estimator for a Euclidean parameter in a copula model.
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Annuity Valuation with Dependent Mortality

TL;DR: In this paper, a broad class of parametric models using a bivariate survivorship function called a copula was discussed and a large insurance company calculated maximum likelihood estimates to calibrate the model.
References
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Book

Table of Integrals, Series, and Products

TL;DR: Combinations involving trigonometric and hyperbolic functions and power 5 Indefinite Integrals of Special Functions 6 Definite Integral Integral Functions 7.Associated Legendre Functions 8 Special Functions 9 Hypergeometric Functions 10 Vector Field Theory 11 Algebraic Inequalities 12 Integral Inequality 13 Matrices and related results 14 Determinants 15 Norms 16 Ordinary differential equations 17 Fourier, Laplace, and Mellin Transforms 18 The z-transform
Book

Functional analysis

Walter Rudin
Book

Real and complex analysis

Walter Rudin
TL;DR: In this paper, the Riesz representation theorem is used to describe the regularity properties of Borel measures and their relation to the Radon-Nikodym theorem of continuous functions.
Book

Analysis of Survival Data

David Cox, +1 more
TL;DR: In this article, the authors give a concise account of the analysis of survival data, focusing on new theory on the relationship between survival factors and identified explanatory variables and conclude with bibliographic notes and further results that can be used for student exercises.
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