Effect of censoring on dependence of bivariate survival data
Abstract
Copula modelling has become an increasingly popular tool to model dependence. Copulas
helps to extract the dependence structure from the joint distribution function of a set
of random variables, and at the same time ,to separate the dependence structure from the
univariate marginal behaviour. In bivariate survival data, a copula function is used in modelling
dependence of frailty and discussion is on the effect of censoring on the dependence
model.
Citation
Master of Science in StatisticsSponsorhip
University of NairobiPublisher
School of Mathematics, University of Nairobi