Browsing College of Arts and Science by Subject "Archimedean copula"

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    • A Model Selection Test for Bivariate Failure-Time Data 
      Chen, Xiaohong; Fan, Yanqin (Vanderbilt University, 2004)
      In this paper, we address two important issues in survival model selection for censored data generated by the Archimedean copula family; method of estimating the parametric copulas and data reuse. We demonstrate that for ...