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) |

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