Copula model generated by Dabrowska's association measure

David Oakes; Antai Wang

doi:10.1093/biomet/90.2.478

Copula model generated by Dabrowska's association measure

David Oakes, Antai Wang

Research output: Contribution to journal › Article › peer-review

6 Scopus citations

Abstract

We propose a new archimedean copula model for bivariate survival data that is motivated by Dabrowska's (1988) measure of association. The model can represent negatively correlated or moderately positively correlated data but not highly positively correlated data. Local and global measures of association are calculated. A generalisation is presented.

Original language	English (US)
Pages (from-to)	478-481
Number of pages	4
Journal	Biometrika
Volume	90
Issue number	2
DOIs	https://doi.org/10.1093/biomet/90.2.478
State	Published - Jun 1 2003
Externally published	Yes

All Science Journal Classification (ASJC) codes

Statistics and Probability
Mathematics(all)
Agricultural and Biological Sciences (miscellaneous)
Agricultural and Biological Sciences(all)
Statistics, Probability and Uncertainty
Applied Mathematics

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10.1093/biomet/90.2.478

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abstract = "We propose a new archimedean copula model for bivariate survival data that is motivated by Dabrowska's (1988) measure of association. The model can represent negatively correlated or moderately positively correlated data but not highly positively correlated data. Local and global measures of association are calculated. A generalisation is presented.",

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year = "2003",

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AB - We propose a new archimedean copula model for bivariate survival data that is motivated by Dabrowska's (1988) measure of association. The model can represent negatively correlated or moderately positively correlated data but not highly positively correlated data. Local and global measures of association are calculated. A generalisation is presented.

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Copula model generated by Dabrowska's association measure

Abstract

All Science Journal Classification (ASJC) codes

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