The Identifiability of Copula Models for Dependent Competing Risks Data With Exponentially Distributed Margins

We prove the identifiability property of Archimedean copula models for dependent competing risks data when at least one of the failure times is expo-nentially distributed. With this property, it becomes possible to quantify the de-pendence between competing events based on exponentially distributed dependent censored data. We demonstrate our estimation procedure using simulation studies and in an application to survival data.