Physical Sciences and Mathematics Commons^™

Survival Analysis Using Archimedean Copulas, Xieyang Jia

Dissertations

This dissertation has three independent parts. The first part studies a variation of the competing risks problem, known as the semi-competing risks problem, in which a terminal event censors a non-terminal event, but not vice versa, in the presence of a censoring event which is independent of these two events. The joint distribution of the two dependent events is formulated under Archimedean copula. An estimator for the association parameter of the copula is proposed, which is shown to be consistent. Simulation shows that the method works well with most common Archimedean copula models.

The second part studies the properties of …