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Model selection and semiparametric inference for bivariate failure-time data. (English) Zbl 0996.62091
Summary: We propose model selection procedures for bivariate survival models for censored data generated by the Archimedean copula family. In route to constructing the selection methodology, we develop estimates of some time-dependent association measures, including estimates of the local and global Kendall’s tau, local odds ratio, and other measures defined throughout the literature. We propose a goodness-of-fit-based model selection methodology as well as a graphical approach. We show that the proposed methods have desirable asymptotic properties and perform well in finite samples.

MSC:
62N01 Censored data models
62G10 Nonparametric hypothesis testing
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