Effect of censoring on dependence of bivariate survival data

Abstract

Copula modelling has become an increasingly popular tool to model dependence. Copulas helps to extract the dependence structure from the joint distribution function of a set of random variables, and at the same time ,to separate the dependence structure from the univariate marginal behaviour. In bivariate survival data, a copula function is used in modelling dependence of frailty and discussion is on the effect of censoring on the dependence model.