发表机构
QUANTLABS (subsidiary of the Rainbow Parterns Group); Univ de Technologie Compiègne; CY Cergy Paris Université（QUANTLABS（Rainbow Parterns Group子公司）; 康皮埃涅技术大学; CY塞吉-巴黎大学）
机构由 AI 辅助整理，请以论文原文为准。AI 中文总结
该研究针对相依删失下的广义Cox首达时间框架，明确了极大稳定生存Copula的识别条件，提出可用于可识别分量的非参数估计、高效推断及相容性检验方法，经模拟与实际数据验证有效。
AI 中文摘要
我们基于补偿子约化方法，在广义Cox首达时间框架内研究相依删失问题。在真正相依情形下，我们证明相关生存Copula的极大稳定性等价于存在共同操作时钟，进而导出非参数Marshall-Olkin族。我们在完全观测和二元观测方案下建立精确识别结果：二元观测时，共同时钟与事件载荷被点识别，而删失载荷及相关潜在生存结构、相依结构仅被部分识别。我们对可识别分量开展非参数估计与推断，推导高效限制估计量，并提出可观测的极大稳定性相容性检验。模拟与实际数据应用验证了识别与效率结果的实用意义。
英文摘要
We study dependent censoring within a generalized Cox first-hitting-time. framework based on compensator reductions. In the genuinely dependent case, we show that max-stability of the associated survival copula is equivalent to a common operational clock, leading to a nonparametric Marshall Olkin family. We establish sharp identification results under complete and binary observation schemes. Under binary observations, the common clock and event loading are point identified, whereas the censoring loading and the associated latent survival and dependence structures are only partially identified. We develop nonparametric estimation and inference for the identifiable components, derive an efficient restricted estimator, and propose an observable test of max-stable compatibility. Simulations and a real-data application illustrate the practical implications of the identification and efficiency results.
