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Estimation and model selection of semiparametric multivariate survival functions under general censorship

Xiaohong Chen1, Yanqin Fan2, Demian Pouzo3

  • 1Cowles Foundation for Research in Economics, Yale University, Box 208281, New Haven, CT 06520, USA.

Journal of Econometrics
|May 3, 2014
PubMed

Keywords:
Fixed or random censoringKaplan–Meier estimatorMisspecified copulasMultivariate survival modelsPenalized pseudo-likelihood ratio

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