Abstract
Assuming that the two failure times of interest with bivariate current status data follow a bivariate copula model, we propose a two-stage estimation procedure to estimate the association parameter which is related to Kendall's tau. Asymptotic properties of the proposed semiparametric estimator show that, although the first-stage marginal estimators have a convergence rate of only n1/3, the resulting parameter estimator still converges to a normal random variable with the usual n1/2 rate. The variance of the proposed estimator can be consistently estimated. Simulation results are presented, and a community-based study of cardiovascular diseases in Taiwan provides an illustrative example.
Original language | English |
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Pages (from-to) | 879-893 |
Number of pages | 15 |
Journal | Biometrika |
Volume | 87 |
Issue number | 4 |
DOIs | |
State | Published - Dec 2000 |
Keywords
- Copula model
- Cross-sectional data
- Kendall's tau
- Odds ratio
- Pseudolikelihood
- Semiparametric estimation