A Martingale Approach to the Copula-Grap
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Louis-Paul Rivest; Martin T. Wells
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Article
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2001
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Elsevier Science
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English
⚖ 154 KB
The product limit estimator is arguably the most popular method of estimating survival probabilities in homogeneous samples. When the survival time and the censoring time are dependent, the product-limit estimator is an inconsistent estimator of the marginal survival function. Recently M. Zheng and