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.
dc.contributor.advisorHuang, Xuelin
dc.creatorFix, Gretchen Abigail
dc.date.accessioned2009-06-04T06:48:36Z
dc.date.available2009-06-04T06:48:36Z
dc.date.issued2005
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.
dc.format.extent167 p.en_US
dc.format.mimetypeapplication/pdf
dc.identifier.callnoTHESIS STAT. 2005 FIX
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>.
dc.identifier.urihttps://hdl.handle.net/1911/18761
dc.language.isoeng
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.
dc.subjectStatistics
dc.subjectEconomics
dc.subjectFinance
dc.titleEstimating marginal survival in the presence of dependent and independent censoring: With applications to dividend initiation policy
dc.typeThesis
dc.type.materialText
thesis.degree.departmentStatistics
thesis.degree.disciplineEngineering
thesis.degree.grantorRice University
thesis.degree.levelDoctoral
thesis.degree.nameDoctor of Philosophy
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