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| HAL : hal-00584379, version 1 |
| Fiche détaillée |  Récupérer au format |
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| Bivariate censored regression relying on a new estimator of the joint distribution function |
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| Olivier Lopez 1Philippe Saint-Pierre 1 |
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| (08/04/2011) |
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| In this paper we study a class of $M-$estimators in a regression model under bivariate random censoring and provide a set of sufficient conditions that ensure asymptotic $n^{1/2}-$convergence. The cornerstone of our approach is a new estimator of the joint distribution function of the censored lifetimes. A copula approach is used to modelize the dependence structure between the bivariate censoring times. The resulting estimators present the advantage of being easily computable. A simulation study enlighten the finite sample behaviour of this technique. |
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| 1 : | Laboratoire de Statistique Théorique et Appliquée (LSTA) |
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Université Paris VI - Pierre et Marie Curie |
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| LSTA Université Pierre et Marie Curie |
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| Domaine | : | Mathématiques/Statistiques Statistiques/Théorie |
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| Bivariate censoring – $M-$estimation – Regression modeling – Copula functions – Kaplan-Meier estimator – i.i.d. representations. |
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| hal-00584379, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00584379 | |
| oai:hal.archives-ouvertes.fr:hal-00584379 | |
| Contributeur : Olivier Lopez | |
| Soumis le : Vendredi 8 Avril 2011, 13:55:00 | |
| Dernière modification le : Vendredi 8 Avril 2011, 14:12:15 | |
