Chen, Xiaohong; Fan, Yanqin; Pouzo, Demian; Ying, Zhiliang - In: Journal of Econometrics 157 (2010) 1, pp. 129-142
We study estimation and model selection of semiparametric models of multivariate survival functions for censored data, which are characterized by possibly misspecified parametric copulas and nonparametric marginal survivals. We obtain the consistency and root-n asymptotic normality of a two-step...