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A class of multivanate failure time distributions
Abstract
A class of continuous multivariate lifetime distributions is proposed. The dependence between individuals in a group is modelled by a group specific quantity, which can be interpreted as an unobserved covariate common to the individuals in the group and assumed to follow a positive stable distribution. It is possible to include covariates in the model and discuss whether the dependence is still present after specific covariates are taken into account. If the conditional hazards are proportional, then the hazards in the marginal distributions are also proportional, but with different constants of proportionality. Also the hazard for the minimum in a group is proportional to the marginal hazards. If the conditional distributions given the group quantity are Weibull then the marginal distributions are also Weibull. This class can be used to test the hypothesis of independence of litter mates in the proportional hazards model.
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Cited by
Regression analysis of multivariate incomplete failure time data by modeling marginal distributions
Wei, L. J., Lin, D. Y., & Weissfeld, L. (1989) · Journal of the American Statistical Association · doi:10.1080/01621459.1989.10478873 · Cited by 1,868
Understanding Relationships Using Copulas
Frees, E. W., & Valdez, E. A. (1998) · North American Actuarial Journal · doi:10.1080/10920277.1998.10595667 · Cited by 1,257
Copula Modeling: An Introduction for Practitioners
Trivedl, P. K., & Zimmer, D. M. (2007) · Foundations and Trends in Econometrics · doi:10.1561/0800000005 · Cited by 867
Multivariate hydrological frequency analysis using copulas
Favre, A., El Adlouni, S., Perreault, L., Thiémonge, N., & Bobée, B. (2004) · Water Resources Research · doi:10.1029/2003wr002456 · Cited by 696
Lee, E. W., Wei, L. J., Amato, D. A., & Leurgans, S. (1992) · Survival Analysis: State of the Art · doi:10.1007/978-94-015-7983-4_14 · Cited by 688
Metadata
- Authors
- HOUGAARD, P.
- Venue
- Biometrika
- Publisher
- Oxford University Press (OUP)
- Published
- 1986
- Volume
- 73
- Issue
- 3
- Pages
- 671-678
- ISSN
- 0006-3444 (ISSN-L)
- 1464-3510
- OpenAlex
- W1978358551
- Cited by
- 581
- References
- 0
- FWCI
- 5.62
- Type
- journal article
- Language
- en
- Open access
- closed
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