On the identifiability of copulas in bivariate competing risks models
Statistics Theory
2013-05-14 v1 Statistics Theory
Abstract
In competing risks models, the joint distribution of the event times is not identifiable even when the margins are fully known, which has been referred to as the "identifiability crisis in competing risks analysis" (Crowder, 1991). We model the dependence between the event times by an unknown copula and show that identification is actually possible within many frequently used families of copulas. The result is then extended to the case where one margin is unknown.
Keywords
Cite
@article{arxiv.1301.2212,
title = {On the identifiability of copulas in bivariate competing risks models},
author = {Maik Schwarz and Geurt Jongbloed and Ingrid Van Keilegom},
journal= {arXiv preprint arXiv:1301.2212},
year = {2013}
}
Comments
16 pages, 3 figures