Estimating Marginal Survival in the Presence of Dependent and Independent Censoring: With Applications to Dividend Initiation Policy

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dc.contributor.authorFix, Gretchen Abigailen_US
dc.date.accessioned2020-09-11T01:24:30Zen_US
dc.date.available2020-09-11T01:24:30Zen_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.extent178 ppen_US
dc.identifier.citationFix, Gretchen Abigail. "Estimating Marginal Survival in the Presence of Dependent and Independent Censoring: With Applications to Dividend Initiation Policy." (2005) Rice University: <a href="https://hdl.handle.net/1911/109334">https://hdl.handle.net/1911/109334</a>.en_US
dc.identifier.digitalTR2005-14en_US
dc.identifier.urihttps://hdl.handle.net/1911/109334en_US
dc.language.isoengen_US
dc.publisherRice Universityen_US
dc.titleEstimating Marginal Survival in the Presence of Dependent and Independent Censoring: With Applications to Dividend Initiation Policyen_US
dc.typeTechnical reporten_US
dc.type.dcmiTexten_US
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