Faculty Collaboration Database

A class of goodness of fit tests for a copula based on bivariate right-censored data. Biom J 2005 Dec;47(6):815-24

Date

02/03/2006

Pubmed ID

16450854

DOI

10.1002/bimj.200410163

Scopus ID

2-s2.0-29844458312 (requires institutional sign-in at Scopus site)   24 Citations

Abstract

The copula of a bivariate distribution, constructed by making marginal transformations of each component, captures all the information in the bivariate distribution about the dependence between two variables. For frailty models for bivariate data the choice of a family of distributions for the random frailty corresponds to the choice of a parametric family for the copula. A class of tests of the hypothesis that the copula is in a given parametric family, with unspecified association parameter, based on bivariate right censored data is proposed. These tests are based on first making marginal Kaplan-Meier transformations of the data and then comparing a non-parametric estimate of the copula to an estimate based on the assumed family of models. A number of options are available for choosing the scale and the distance measure for this comparison. Significance levels of the test are found by a modified bootstrap procedure. The procedure is used to check the appropriateness of a gamma or a positive stable frailty model in a set of survival data on Danish twins.

Author List

Andersen PK, Ekstrøm CT, Klein JP, Shu Y, Zhang MJ

Author

Mei-Jie Zhang PhD Professor in the Institute for Health and Equity department at Medical College of Wisconsin

MESH terms used to index this publication - Major topics in bold

Algorithms
Denmark
Female
Humans
Longevity
Male
Models, Statistical
Monte Carlo Method
Multivariate Analysis
Sex Factors
Statistical Distributions
Survival Analysis
Twins, Dizygotic
Twins, Monozygotic