Fitting competing risks data to bivariate Pareto models

Jia Han Shih, Wei Lee, Li Hsien Sun, Takeshi Emura

研究成果: 雜誌貢獻期刊論文同行評審

3 引文 斯高帕斯(Scopus)

摘要

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.

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頁(從 - 到)1193-1220
頁數28
期刊Communications in Statistics - Theory and Methods
48
發行號5
DOIs
出版狀態已出版 - 4 3月 2019

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