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On the preservation of copula structure under truncation. (English) Zbl 1101.62040
Summary: The author characterizes the copula associated with the bivariate survival model of D. G. Clayton [Biometrika 65, 141–151 (1978; Zbl 0394.92021)] as the only absolutely continuous copula that is preserved under bivariate truncation.

MSC:
62H05 Characterization and structure theory for multivariate probability distributions; copulas
62N99 Survival analysis and censored data
62H20 Measures of association (correlation, canonical correlation, etc.)
62P10 Applications of statistics to biology and medical sciences; meta analysis
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