On the identifiability of copulas in bivariate competing risks models

Schwarz, Maik;Jongbloed, Geurt;Van Keilegom, Ingrid
(2013) Canadian Journal of Statistics — Vol. 41, n° 2, p. 291-303 (2013)

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Authors
  • Schwarz, MaikUCLouvain
    Author
  • Jongbloed, GeurtDelft University of Technology, The Netherlands
    Author
  • Van Keilegom, IngridUCLouvain
    Author
Abstract
In competing risks models, the joint distribution of the event times is not identifiable even when the margins are fully known, which has been referred to as the "identifiability crisis in competing risks analysis" (Crowder, 1991). We model the dependence between the event times by an unknown copula and show that identification is actually possible within many frequently used families of copulas. The result is then extended to the case where one margin is unknown. The Canadian Journal of Statistics 2013. © 2013 Statistical Society of Canada.
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Schwarz, M., Jongbloed, G., & Van Keilegom, I. (2013). On the identifiability of copulas in bivariate competing risks models. Canadian Journal of Statistics, 41(2), 291-303. https://doi.org/10.1002/cjs.11179 (Original work published 2013)