Drs. Qian (Michelle) Zhou and Xinyuan Chen receive a three-year NSF award entitled "Catching copulas in a lie: Goodness-of-fit testing for covariate-dependent copulas under censoring." The aim of their research is to the first unified statistical framework for assessing the goodness-of-fit of covariate-dependent copula models when event times are subject to censoring. The resulting methodology provides rigorous diagnostic tools for multivariate event-time data under independent censoring and semi-competing risks, together with complementary diagnostics based on martingale residuals.
This is Dr. Qian (Michelle) Zhou's second three-year NSF award at Mississippi State University.