On the dependent competing risks using Marshall–Olkin bivariate Weibull model: Parameter estimation with different methods

Yan Shen and Ancha Xu

Communications in Statistics - Theory and Methods, 2018, vol. 47, issue 22, 5558-5572

Abstract: Competing risks models are of great importance in reliability and survival analysis. They are often assumed to have independent causes of failure in literature, which may be unreasonable. In this article, dependent causes of failure are considered by using the Marshall–Olkin bivariate Weibull distribution. After deriving some useful results for the model, we use ML, fiducial inference, and Bayesian methods to estimate the unknown model parameters with a parameter transformation. Simulation studies are carried out to assess the performances of the three methods. Compared with the maximum likelihood method, the fiducial and Bayesian methods could provide better parameter estimation.

Date: 2018
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Citations: View citations in EconPapers (3)

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DOI: 10.1080/03610926.2017.1397170

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