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) |
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Pages (from-to) | 478-481 |
Number of pages | 4 |
Journal | Biometrika |
Volume | 90 |
Issue number | 2 |
DOIs | |
State | Published - Jun 2003 |
Externally published | Yes |
All Science Journal Classification (ASJC) codes
- Applied Mathematics
- Agricultural and Biological Sciences (miscellaneous)
- General Agricultural and Biological Sciences
- Statistics and Probability
- Statistics, Probability and Uncertainty
- General Mathematics
Keywords
- Bivariate Kaplan-Meier estimator
- Cross-ratio function
- Frailty