Fitting competing risks data to bivariate Pareto models

  • Wei Lee (貢獻者)
  • Li-Hsien Sun (貢獻者)
  • Takeshi Emura (貢獻者)
  • Jia Han Shih (貢獻者)

資料集

資料集描述

This paper revisits two bivariate Pareto models for fitting competing risks data. The first model is the Frank copula model, and the second one is a bivariate Pareto model introduced by Sankaran and Nair (1993). We discuss the identifiability issues of these models and develop the maximum likelihood estimation procedures including their computational algorithms and model-diagnostic procedures. Simulations are conducted to examine the performance of the maximum likelihood estimation. Real data are analyzed for illustration.
可用日期4 3月 2019
發行者figshare Academic Research System

引用此