A1580
Title: Copula based Cox proportional hazards models for dependent censoring
Authors: Negera Wakgari Deresa - KU Leuven (Belgium) [presenting]
Ingrid Van Keilegom - KU Leuven (Belgium)
Abstract: Most existing copula models for dependent censoring assume that the parameter defining the copula function is known. However, prior knowledge on the dependence is often not available. We propose a novel model that allows the estimation of the copula parameter. The model is based on a parametric copula model for the relation between the survival time $T$ and the censoring time $C$, where the marginal distributions of $T$ and $C$ follow a semiparametric Cox proportional hazards model and a parametric model, respectively. We show that this model is identified, and propose estimators of the nonparametric cumulative hazard and the finite-dimensional parameters. It is shown that the estimators of the model parameters and the cumulative hazard are consistent and asymptotically normal. We also investigate the performance of the proposed method using finite sample simulations. Finally, we apply our model and estimation procedure to a follicular cell lymphoma data set.
