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The New Jersey Institute of Technology's
Electronic Theses & Dissertations Project

Title: Survival analysis using archimedean copulas
Author: Jia, Xieyang
View Online: njit-etd2018-026
(ix, 57 pages ~ 2.8 MB pdf)
Department: Department of Mathematical Sciences
Degree: Doctor of Philosophy
Program: Mathematical Sciences
Document Type: Dissertation
Advisory Committee: Wang, Antai (Committee chair)
Dhar, Sunil Kumar (Committee member)
Loh, Ji Meng (Committee member)
Subramanian, Sundarraman (Committee member)
Wei, Zhi (Committee member)
Date: 2018-05
Keywords: Archimedean copula
Baseline hazard
Frailty model
Left censor
Semi-competing risk
Survival analysis
Availability: Unrestricted
Abstract:

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 a special class of frailty models when the frailty is common to several failure times. The model is closely linked to Archimedean copula models. A useful formula for baseline hazard functions for this class of frailty models is established. A new estimator for baseline hazard functions in bivariate frailty models based on dependent censored data with covariates is obtained, and a model checking procedure is presented.

The third part studies the properties of frailty models for bivariate data under fixed left censoring. It turns out that the distribution of observable pairs belongs to a new class of bivariate frailty models. Both the original model for complete data and the new model for observable pairs are members of Archimedean copula family. A new estimation strategy to analyze left-censored data using the corresponding Kendalls distribution is established.


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