Abstract :
In this paper, we address two important issues in semiparametric survival model
selection for censored data generated by the Archimedean copula family: method
of estimating the parametric copulas and data reuse+We demonstrate that for selection
among candidate copula models that might all be misspecified, estimators of
the parametric copulas based on minimizing the selection criterion function may
be preferred to other estimators+ To handle the issue of data reuse, we put model
selection in the context of hypothesis testing and propose a simple test for model
selection from a finite number of parametric copulas+ Results from a simulation
study and two empirical illustrations confirm our theoretical findings+
