A goodness-of-fit test for Archimedean copula models in the presence of right censoring

doi:10.1016/j.csda.2010.03.013

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DC 欄位	值	語言
dc.contributor.author	Emura, Takeshi	en_US
dc.contributor.author	Lin, Chien-Wei	en_US
dc.contributor.author	Wang, Weijing	en_US
dc.date.accessioned	2014-12-08T15:38:25Z	-
dc.date.available	2014-12-08T15:38:25Z	-
dc.date.issued	2010-12-01	en_US
dc.identifier.issn	0167-9473	en_US
dc.identifier.uri	http://dx.doi.org/10.1016/j.csda.2010.03.013	en_US
dc.identifier.uri	http://hdl.handle.net/11536/26305	-
dc.description.abstract	A goodness-of-fit testing procedure for Archimedean copula (AC) models is developed based on right-censored data. The proposed approach extends an existing method, which is suitable for the Clayton model, to general AC models. Asymptotic properties of the proposed test statistics under the true model assumption are derived. Simulation analysis shows that the proposed test has reasonable performance. Finally, two real data examples are analyzed for illustrative purposes. (C) 2010 Elsevier B.V. All rights reserved.	en_US
dc.language.iso	en_US	en_US
dc.subject	Archimedean copulas	en_US
dc.subject	Bivariate failure times	en_US
dc.subject	Clayton model	en_US
dc.subject	Concordance estimator	en_US
dc.subject	Goodness of fit test	en_US
dc.subject	U-statistics	en_US
dc.title	A goodness-of-fit test for Archimedean copula models in the presence of right censoring	en_US
dc.type	Article	en_US
dc.identifier.doi	10.1016/j.csda.2010.03.013	en_US
dc.identifier.journal	COMPUTATIONAL STATISTICS & DATA ANALYSIS	en_US
dc.citation.volume	54	en_US
dc.citation.issue	12	en_US
dc.citation.spage	3033	en_US
dc.citation.epage	3043	en_US
dc.contributor.department	統計學研究所	zh_TW
dc.contributor.department	Institute of Statistics	en_US
dc.identifier.wosnumber	WOS:000281333900013	-
dc.citation.woscount	2	-
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