[Statlist] Talk on Statistics on 14.11.2008

[Cecilia Rey]

We are glad to announce the following talk

Friday, November 14, 2008, 15.15 - 17.00
in LEO C6, Leonhardstrasse 27, 8092 Zurich

Arnold Janssen, Universität Düsseldorf

Tests auf Unabhängigkeit in Copula-Modellen für rechtszensierte 
bivariate Daten

Common bivariate semiparametric dependence models with unknown marginals can be expressed by copula functions. It is shown that  under bivariate random right censoring the survival copula can be expressed by bivariate hazard parameters. As new parameters of dependence we introduce the difference hazard measures and their score functions. From the point of view of survival analysis these parameters are very natural. They can be used for statistical inference. We offer a hazard oriented methodology which is presented in the spirit of Gill’s multivariate survival model.
Within this set up efficient survival tests for the null hypothesis of independence can be established for various semiparametric families of alternatives. A special example is Spearman’s rank correlation test for censored data. Parts of the talk are joint work with J. Rahnenführer.


The abstract kann also be found under the following link: 
http://stat.ethz.ch/talks/research_seminar

-- 
ETH Zürich
Cecilia Rey-Lutz	          rey at stat.math.ethz.ch
Seminar für Statistik
Leonhardstr. 27, LEO D11	  phone: +41 44 632 34 38
CH-8092 Zurich, Switzerland	  fax  : +42 44 6321228