| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154905 | Statistics & Probability Letters | 2012 | 5 Pages |
Abstract
In this paper, we prove a peculiar property shared by the Archimedean copula models, that is, different Archimedean copula models with distinct dependent levels can have the same crude survival functions for dependent censored data. This property directly shows the nonidentifiability property of the Archimedean copula models. The proposed procedure is then demonstrated by two examples.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Antai Wang,