Copula Models for Dependent Censoring

  • Takeshi Emura
  • Yi-Hau Chen
Part of the SpringerBriefs in Statistics book series (BRIEFSSTATIST)


This chapter provides mathematical infrastructures for copula models, focusing on applications to survival analysis involving dependent censoring. After reviewing the concept of copulas, we introduce measures of dependence, including Kendall’s tau and the cross-ratio function. We also introduce the idea of residual dependence that explains how dependence between event times arises and how it can be modeled by copulas. Finally, we apply copulas for modeling the effect of dependent censoring and analyze the bias of the Cox regression analysis owing to dependent censoring.


Archimedean copula Clayton’s copula Cox regression Cross-ratio function Gumbel’s copula Kendall’s tau Residual dependence Univariate Cox regression 


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Copyright information

© The Author(s) 2018

Authors and Affiliations

  • Takeshi Emura
    • 1
  • Yi-Hau Chen
    • 2
  1. 1.Graduate Institute of StatisticsNational Central UniversityTaoyuanTaiwan
  2. 2.Institute of Statistical ScienceAcademia SinicaTaipeiTaiwan

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