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Dependent Hazards in Multivariate Survival Problems

Publication ,  Journal Article
Yashin, AI; Iachine, IA
Published in: Journal of Multivariate Analysis
November 1, 1999

A new class of bivariate survival distributions is constructed from a given family of survival distributions. The properties of these distributions are analyzed. It is shown that the same bivariate survival function can be derived using two radically different concepts: one involves transformation of the well-known bivariate survival function; the other involves correlated stochastic hazards. The new conditions that guarantee negative associations of life spans are derived. An exponential representation of the survival function for two related individuals is derived in terms of the conditional distribution of the stochastic hazards among survivors. Versions of the multivariate correlated gamma-frailty model are investigated. © 1999 Academic Press.

Duke Scholars

Published In

Journal of Multivariate Analysis

DOI

ISSN

0047-259X

Publication Date

November 1, 1999

Volume

71

Issue

2

Start / End Page

241 / 261

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 3802 Econometrics
  • 1403 Econometrics
  • 0104 Statistics
 

Citation

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ICMJE
MLA
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Yashin, A. I., & Iachine, I. A. (1999). Dependent Hazards in Multivariate Survival Problems. Journal of Multivariate Analysis, 71(2), 241–261. https://doi.org/10.1006/jmva.1999.1848
Yashin, A. I., and I. A. Iachine. “Dependent Hazards in Multivariate Survival Problems.” Journal of Multivariate Analysis 71, no. 2 (November 1, 1999): 241–61. https://doi.org/10.1006/jmva.1999.1848.
Yashin AI, Iachine IA. Dependent Hazards in Multivariate Survival Problems. Journal of Multivariate Analysis. 1999 Nov 1;71(2):241–61.
Yashin, A. I., and I. A. Iachine. “Dependent Hazards in Multivariate Survival Problems.” Journal of Multivariate Analysis, vol. 71, no. 2, Nov. 1999, pp. 241–61. Scopus, doi:10.1006/jmva.1999.1848.
Yashin AI, Iachine IA. Dependent Hazards in Multivariate Survival Problems. Journal of Multivariate Analysis. 1999 Nov 1;71(2):241–261.
Journal cover image

Published In

Journal of Multivariate Analysis

DOI

ISSN

0047-259X

Publication Date

November 1, 1999

Volume

71

Issue

2

Start / End Page

241 / 261

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 3802 Econometrics
  • 1403 Econometrics
  • 0104 Statistics