Parametric estimation of conditional archimedean copula generators for censored data
提出一种在条件设定下估计阿基米德连接函数生成元的新框架，通过将内生变量嵌入生成元函数，允许依赖强度和形状随协变量变化，并开发迭代分割算法识别依赖模式变化的临界点，适用于医学和精算领域。
A novel framework is introduced for estimating Archimedean copula generators in a conditional setting by embedding endogenous variables directly within the generator function. Unlike standard copula constructions that rely on a fixed dependence structure across all covariate levels, the proposed methodology allows both the strength and the shape of dependence to evolve with the covariates. To identify the values of a continuous risk factor at which the dependence pattern undergoes substantive changes, an iterative splitting algorithm is developed to determine optimal partitioning points within the covariate range. The approach is evaluated through applications to a diabetic retinopathy study and a claims reserving analysis, illustrating that explicitly modelling covariate effects yields a more accurate representation of dependence and enhances the practical relevance of copula models in medical and actuarial settings.