A Multivariate Model for Repeated Failure Time Measurements

Martin Crowder

Scandinavian Journal of Statistics, 1998, vol. 25, issue 1, 53-67

Abstract: A parametric multivariate failure time distribution is derived from a frailty‐type model with a particular frailty distribution. It covers as special cases certain distributions which have been used for multivariate survival data in recent years. Some properties of the distribution are derived: its marginal and conditional distributions lie within the parametric family, and association between the component variates can be positive or, to a limited extent, negative. The simple closed form of the survivor function is useful for right‐censored data, as occur commonly in survival analysis, and for calculating uniform residuals. Also featured is the distribution of ratios of paired failure times. The model is applied to data from the literature

Date: 1998
References: Add references at CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
https://doi.org/10.1111/1467-9469.00088

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:scjsta:v:25:y:1998:i:1:p:53-67

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0303-6898

Access Statistics for this article

Scandinavian Journal of Statistics is currently edited by ÿrnulf Borgan and Bo Lindqvist

More articles in Scandinavian Journal of Statistics from Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association, Swedish Statistical Association
Bibliographic data for series maintained by Wiley Content Delivery ().