Linked Life Data

16450854

Source:http://linkedlifedata.com/resource/pubmed/id/16450854

Statements in which the resource exists as a subject.
PredicateObject
rdf:type
lifeskim:mentions
pubmed:issue
6
pubmed:dateCreated
2006-2-2
pubmed:abstractText
The copula of a bivariate distribution, constructed by making marginal transformations of each component, captures all the information in the bivariate distribution about the dependence between two variables. For frailty models for bivariate data the choice of a family of distributions for the random frailty corresponds to the choice of a parametric family for the copula. A class of tests of the hypothesis that the copula is in a given parametric family, with unspecified association parameter, based on bivariate right censored data is proposed. These tests are based on first making marginal Kaplan-Meier transformations of the data and then comparing a non-parametric estimate of the copula to an estimate based on the assumed family of models. A number of options are available for choosing the scale and the distance measure for this comparison. Significance levels of the test are found by a modified bootstrap procedure. The procedure is used to check the appropriateness of a gamma or a positive stable frailty model in a set of survival data on Danish twins.
pubmed:grant
pubmed:language
eng
pubmed:journal
pubmed:citationSubset
IM
pubmed:status
MEDLINE
pubmed:month
Dec
pubmed:issn
0323-3847
pubmed:author
pubmed:issnType
Print
pubmed:volume
47
pubmed:owner
NLM
pubmed:authorsComplete
Y
pubmed:pagination
815-24
pubmed:dateRevised
2007-11-14
pubmed:meshHeading
pubmed:year
2005
pubmed:articleTitle
A class of goodness of fit tests for a copula based on bivariate right-censored data.
pubmed:affiliation
Department of Biostatistics, University of Copenhagen, 5 O. Farimagsgade, P.O. Box 2099, DK 1014 Copenhagen K, Denmark. pka@biostat.ku.dk
pubmed:publicationType
Journal Article, Research Support, N.I.H., Extramural