Bivariate Survival Dependence Modeling via Conditional Copula L-Moments: An Application to the Diabetic Retinopathy Study

Not scheduled
20m

Speaker

Mr Boumedienne Bouti (Mohamed Khider University of Biskra)

Description

Accurately estimating the dependence structure between paired survival times subject to right-censoring is a fundamental problem in biomedical research, reliability engineering, and actuarial modeling. Classical inference methods such as Pseudo-Maximum Likelihood (PML) rely on copula densities, which frequently suffer from numerical non-convergence and computational instability under heavy bivariate right-censoring. In this paper, we present a complete empirical application of the recently formulated Conditional Copula L-Moments (CCLM) methodology to the benchmark Diabetic Retinopathy Study (DRS) dataset (n = 197 patients). In this study, the time to severe visual loss in laser-treated and untreated control eyes is subject to substantial right-censoring (72.6% and 48.7%, respectively). We investigate the inter-eye survival association using Archimedean copula families (Gumbel, Clayton, and the two-parameter transformed Gumbel BB1 copula) via the empirical survival copula and the conditional Kendall distribution. While CCLM and conventional Conditional Copula Moments (CCM) naturally coincide for single-parameter models matching the first moment (tau = 0.595 with 95% bootstrap CI of [0.273, 0.705] for Gumbel, and 0.491 for Clayton), the decisive advantage of CCLM emerges in multi-parameter modeling (BB1). There, CCM's raw quadratic moment induces variance inflation (SE = 0.612), whereas CCLM's orthogonal Legendre weighting ensures stable, bounded estimation with reduced standard error (SE = 0.541) and superior goodness-of-fit (Sn = 0.2359 vs. 0.2371). Goodness-of-fit assessment confirms the fidelity and stability of CCLM as a dependable, density-free tool for practical survival analysis.

Authors

Mr Boumedienne Bouti (Mohamed Khider University of Biskra) Prof. Fatah Benatia (Mohamed Khider University of Biskra)

Presentation materials