A Bayesian semi-parametric bivariate failure time model

Nieto-Barajas, Luis E., Walker, Stephen G. (2007) A Bayesian semi-parametric bivariate failure time model. Computational Statistics and Data Analysis, 51 (12). pp. 6102-6113. ISSN 0167-9473. (doi:10.1016/j.csda.2006.12.020) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:2662)

The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided.
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
DOI/Identification number:	10.1016/j.csda.2006.12.020
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:	Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science
Depositing User:	Suzanne Duffy
Date Deposited:	21 Apr 2008 08:12 UTC
Last Modified:	16 Nov 2021 09:41 UTC
Resource URI:	https://kar.kent.ac.uk/id/eprint/2662 (The current URI for this page, for reference purposes)

University of Kent Author Information

Walker, Stephen G..

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