Rivest Wells (2001) showed that in situations where the dependence between a lifetime and a censoring variable can be modeled by a given Archimedean copula, the copula-graphic estimator of Zheng Klein (1995) has an explicit form. The authors extend this work to the fixed design regression case. They show that the copula-graphic estimator then has an asymptotic representation and a Gaussian limit. They also assess the influence of a misspecified copula function on the performance of the estimator. Their developments are illustrated with data on the survival of the Atlantic halibut.
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Braekers et al. (2005) studied this question.
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