Variate generation for accelerated life and proportional hazards models with time dependent covariates

Lawrence M. Leemis, Li-Hsing Shih and Kurt Reynertson

Statistics & Probability Letters, 1990, vol. 10, issue 4, 335-339

Abstract: Variate generation algorithms for lifetimes when survival models incorporate time dependent covariates are presented. These algorithms are closed form for special cases of the function that links the covariate values to the survivor distribution. These algorithms are illustrated by several examples.

Keywords: Accelerated; life; model; Monte; Carlo; simulation; proportional; hazards; model; time; dependent; covariates; variate; generation (search for similar items in EconPapers)
Date: 1990
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Citations: View citations in EconPapers (6)

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