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A Class of Goodness of Fit Tests for a Copula Based on Bivariate Right-Censored Data

✍ Scribed by Per K. Andersen; Claus T. Ekstrøm; John P. Klein; Youyi Shu; Mei-Jie Zhang

Publisher
John Wiley and Sons
Year
2005
Tongue
English
Weight
152 KB
Volume
47
Category
Article
ISSN
0323-3847

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✦ Synopsis

The copula of a bivariate distribution, constructed by making marginal transformations of each component, captures all the information in the bivariate distribution about the dependence between two variables. For frailty models for bivariate data the choice of a family of distributions for the random frailty corresponds to the choice of a parametric family for the copula. A class of tests of the hypothesis that the copula is in a given parametric family, with unspecified association parameter, based on bivariate right censored data is proposed. These tests are based on first making marginal Kaplan-Meier transformations of the data and then comparing a non-parametric estimate of the copula to an estimate based on the assumed family of models. A number of options are available for choosing the scale and the distance measure for this comparison. Significance levels of the test are found by a modified bootstrap procedure. The procedure is used to check the appropriateness of a gamma or a positive stable frailty model in a set of survival data on Danish twins.

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Relative Efficiencies of a Class of Good
Relative Efficiencies of a Class of Goodness of Fit Tests for Randomly Censored Data
✍ Dr. J. A. Koziol 📂 Article 📅 1987 🏛 John Wiley and Sons 🌐 English ⚖ 356 KB 👁 2 views

## Summury ' We investigate the relative performances ot a class of goodneae of fit procedures for randomly censored data. For purposes of planning experiments. we quantify the loes of information induced by censorship. We evaluate efficiencies against particular altemativea of intereat in surviva