Dynamic dependence ordering for Archimedean copulas and distorted copulas
Dynamic dependence ordering for Archimedean copulas and distorted copulas
This paper proposes a general framework to compare the strength of the dependence in survival models, as time changes, i.e. given remaining lifetimes , to compare the dependence of given >t, and given >s, where s>t. More precisely, analytical results will be obtained in the case the survival copula of is either Archimedean or a distorted copula. The case of a frailty based model will also be discussed in details.
- University of Rennes 1 France
- Université de Caen Normandie France
- Université de Rennes 1 France
- French National Centre for Scientific Research France
- Normandie Université France
Archimedean copulas, Censored data models, Cox model, distorted copulas, Inequalities; stochastic orderings, Survival analysis and censored data, dependence, cox model, [SHS.ECO]Humanities and Social Sciences/Economics and Finance, [SHS.ECO] Humanities and Social Sciences/Economics and Finance, Characterization and structure theory for multivariate probability distributions; copulas, ordering AMS subject, ordering
Archimedean copulas, Censored data models, Cox model, distorted copulas, Inequalities; stochastic orderings, Survival analysis and censored data, dependence, cox model, [SHS.ECO]Humanities and Social Sciences/Economics and Finance, [SHS.ECO] Humanities and Social Sciences/Economics and Finance, Characterization and structure theory for multivariate probability distributions; copulas, ordering AMS subject, ordering
selected citations These citations are derived from selected sources.This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).0 popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.Average influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).Average impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.Average
Citations provided by BIP!Popularity provided by BIP!