Dependent Hazards in Multivariate Survival Problems
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.
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Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 3802 Econometrics
- 1403 Econometrics
- 0104 Statistics
Citation
Published In
DOI
ISSN
Publication Date
Volume
Issue
Start / End Page
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 3802 Econometrics
- 1403 Econometrics
- 0104 Statistics