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Anaya-Izquierdo, Karim; Jones, M. C. and Davis, Alice
(2021).
DOI: https://doi.org/10.1016/j.spl.2021.109059
Abstract
We consider a novel family of cumulative hazard functions (CHFs) controlled by a single shape parameter, which corresponds to proportionality on a certain scale, in such a way that the family is closed under inversion of the CHF and under frailty mixing using an appropriate mixing distribution. The latter leads to natural shared frailty models in the bivariate case. We also suggest how best to incorporate a second, complementary, shape parameter in order to obtain especially useful parametric models for survival and reliability analysis.
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- Item ORO ID
- 75360
- Item Type
- Journal Item
- ISSN
- 0167-7152
- Keywords
- Archimedean survival copula; Parametric survival analysis; Proportionality parameter; Reliability analysis; Shared frailty
- Academic Unit or School
-
Faculty of Science, Technology, Engineering and Mathematics (STEM) > Mathematics and Statistics
Faculty of Science, Technology, Engineering and Mathematics (STEM) - Copyright Holders
- © 2021 Elsevier B.V
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