The problem of estimation of multivariate survival function under dependent random right-censoring of observations is considered. To construct estimators, Archimedean copula functions are used. Consistency properties of estimators are proved by martingale techniques. The possibility of application of estimators to integral-type functionals is discussed.
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References
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Translated from Statisticheskie Metody Otsenivaniya i Proverki Gipotez, Vol. 23, pp. 132–143, 2011
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Abdushukurov, A.A., Dushatov, N. & Muradov, R.S. Estimation of Functionals of Multivariate Distribution by Censored Observation Via Copula Function. J Math Sci 267, 108–116 (2022). https://doi.org/10.1007/s10958-022-06111-4
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DOI: https://doi.org/10.1007/s10958-022-06111-4