A Semi-Parametric Copula Estimation under Censoring

A Semi-Parametric Copula Estimation under Censoring

Copula Estimation Under Censoring

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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 model...