American Statistical Association
New York City
Metropolitan Area Chapter

Mailman School of Public Health
Columbia University
Department of Biostatistics Colloquium



GOODNESS-OF-FIT TESTS FOR ARCHIMEDEAN COPULA MODELS

by

Dr. Antai Wang
Department of Biomathematics and Biostatistics
Georgetown University


Abstract

In this paper, we propose two tests for parametric models belonging to the Archimedean copula family, one for uncensored bivariate data and the other one for right-censored bivariate data. Our test procedures are based on the Fisher transform of the correlation coefficient of a bivariate (U, V), which is a one-to-one transform of the original random pair (T1, T2) that can be modeled by an Archimedean copula model. A multiple imputation technique is applied to establish our test for censored data and its p value is computed by combining test statistics obtained from multiply imputed data sets. Simulation studies suggest that both procedures perform well when the sample size is large. The test for censored data is carried out for a medical data example.


Date: Wednesday, December 2, 2009
Time: 2:00 - 3:00 P.M.
Location: Mailman School of Public Health
Department of Biostatistics
722 West 168th Street
Biostatistics Conference Room
New York, New York

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