Copula model generated by Dabrowska's association measure

David Oakes, Antai Wang

Research output: Contribution to journalArticlepeer-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 languageEnglish (US)
Pages (from-to)478-481
Number of pages4
JournalBiometrika
Volume90
Issue number2
DOIs
StatePublished - Jun 1 2003
Externally publishedYes

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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