On Frailties, Archimedean Copulas and Semi-Invariance Under Truncation

David Oakes ()
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David Oakes: University of Rochester Medical Center, Department of Biostatistics and Computational Biology

A chapter in Statistical Modeling for Biological Systems, 2020, pp 259-278 from Springer

Abstract: Abstract Definitions and basic properties of bivariate Archimedean copula models for survival data are reviewed with an emphasis on their motivation via frailties. I present some new characterization results for Archimedean copula models based on a notion I call semi-invariance under truncation.

Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-34675-1_14

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DOI: 10.1007/978-3-030-34675-1_14

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