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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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.
|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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