Nieto-Barajas, L.E. and Walker, S.G. (2007) A Bayesian semi-parametric bivariate failure time model. Computational Statistics and Data Analysis, 51 (12). pp. 6102-6113. ISSN 0167-9473 .
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| Official URL http://dx.doi.org/10.1016/j.csda.2006.12.020 |
Abstract
In this paper we introduce a Bayesian semiparametric model for bivariate and multivariate survival data. The marginal densities are well-known nonparametric survival models and the joint density is constructed via a mixture. Our construction also defines a copula and the properties of this new copula are studied. We also consider the model in the presence of covariates and, in particular, we find a simple generalisation of the widely used frailty model, which is based on a new bivariate gamma distribution.
| Item Type: | Article |
|---|---|
| Uncontrolled keywords: | Bayes nonparametrics; bivariate survival analysis; copula; correlated frailty model; discrete Markov gamma process; latent variables; mixture representation |
| Subjects: | Q Science > QA Mathematics (inc Computing science) > QA276 Mathematical statistics Q Science > QA Mathematics (inc Computing science) > QA273 Probabilities Q Science > QA Mathematics (inc Computing science) > QA 75 Electronic computers. Computer science |
| Divisions: | Faculties > Science Technology and Medical Studies > School of Mathematics Statistics and Actuarial Science > Statistics |
| Depositing User: | Suzanne Duffy |
| Date Deposited: | 21 Apr 2008 08:12 |
| Last Modified: | 14 Jan 2010 14:08 |
| Resource URI: | http://kar.kent.ac.uk/id/eprint/2662 (The current URI for this page, for reference purposes) |
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