Estimating marginal survival in the presence of dependent and independent censoring: With applications to dividend initiation policy

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dc.contributor.advisorEnsor, Katherine B.en_US
dc.contributor.advisorHuang, Xuelinen_US
dc.creatorFix, Gretchen Abigailen_US
dc.date.accessioned2009-06-04T06:48:36Zen_US
dc.date.available2009-06-04T06:48:36Zen_US
dc.date.issued2005en_US
dc.description.abstractIn many survival analysis settings, the assumption of non-informative (i.e. independent) censoring is not valid. Zheng and Klein (1995, 1996) develop a copula-based method for estimating the marginal survival functions of bivariate dependent competing risks data. We expand upon this earlier work and adapt their method to data in which there are three competing risks representing both dependent and independent censoring. Specifically, our extension allows for the estimation of the survival functions of dependent competing risks X and Y in the presence of a third independent competing risk Z. An application to dividend initiation data is presented.en_US
dc.format.extent167 p.en_US
dc.format.mimetypeapplication/pdfen_US
dc.identifier.callnoTHESIS STAT. 2005 FIXen_US
dc.identifier.citationFix, Gretchen Abigail. "Estimating marginal survival in the presence of dependent and independent censoring: With applications to dividend initiation policy." (2005) Diss., Rice University. <a href="https://hdl.handle.net/1911/18761">https://hdl.handle.net/1911/18761</a>.en_US
dc.identifier.urihttps://hdl.handle.net/1911/18761en_US
dc.language.isoengen_US
dc.rightsCopyright is held by the author, unless otherwise indicated. Permission to reuse, publish, or reproduce the work beyond the bounds of fair use or other exemptions to copyright law must be obtained from the copyright holder.en_US
dc.subjectStatisticsen_US
dc.subjectEconomicsen_US
dc.subjectFinanceen_US
dc.titleEstimating marginal survival in the presence of dependent and independent censoring: With applications to dividend initiation policyen_US
dc.typeThesisen_US
dc.type.materialTexten_US
thesis.degree.departmentStatisticsen_US
thesis.degree.disciplineEngineeringen_US
thesis.degree.grantorRice Universityen_US
thesis.degree.levelDoctoralen_US
thesis.degree.nameDoctor of Philosophyen_US
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