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DC Field | Value | Language |
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dc.contributor.author | Goethals, K | - |
dc.contributor.author | JANSSEN, Paul | - |
dc.contributor.author | DUCHATEAU, Luc | - |
dc.date.accessioned | 2008-09-05T14:19:54Z | - |
dc.date.available | 2008-09-05T14:19:54Z | - |
dc.date.issued | 2008 | - |
dc.identifier.citation | JOURNAL OF APPLIED STATISTICS, 35(9). p. 1071-1079 | - |
dc.identifier.issn | 0266-4763 | - |
dc.identifier.uri | http://hdl.handle.net/1942/8446 | - |
dc.description.abstract | Copulas and frailty models are important tools to model bivariate survival data. Equivalence between Archimedean copula models and shared frailty models, e.g. between the Clayton-Oakes copula model and the shared gamma frailty model, has often been claimed in the literature. In this note we show that, in both the models, there is indeed a well-known equivalence between the copula functions; the modeling of the marginal survival functions, however, is quite different. The latter fact leads to different joint survival functions. | - |
dc.format.extent | 129806 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | en | - |
dc.publisher | ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD | - |
dc.subject.other | bivariate survival data; Clayton-Oakes copula; positive stable frailty; shared gamma frailty model | - |
dc.title | Frailty models and copulas: similarities and differences | - |
dc.type | Journal Contribution | - |
dc.identifier.epage | 1079 | - |
dc.identifier.issue | 9 | - |
dc.identifier.spage | 1071 | - |
dc.identifier.volume | 35 | - |
local.format.pages | 9 | - |
local.bibliographicCitation.jcat | A1 | - |
dc.description.notes | Univ Ghent, Dept Physiol & Biometr, B-9000 Ghent, Belgium. Hasselt Univ, Ctr Stat, Diepenbeek, Belgium. | - |
local.type.refereed | Refereed | - |
local.type.specified | Article | - |
dc.bibliographicCitation.oldjcat | A1 | - |
dc.identifier.doi | 10.1080/02664760802271389 | - |
dc.identifier.isi | 000258090800010 | - |
item.accessRights | Open Access | - |
item.fullcitation | Goethals, K; JANSSEN, Paul & DUCHATEAU, Luc (2008) Frailty models and copulas: similarities and differences. In: JOURNAL OF APPLIED STATISTICS, 35(9). p. 1071-1079. | - |
item.validation | ecoom 2009 | - |
item.contributor | Goethals, K | - |
item.contributor | JANSSEN, Paul | - |
item.contributor | DUCHATEAU, Luc | - |
item.fulltext | With Fulltext | - |
crisitem.journal.issn | 0266-4763 | - |
crisitem.journal.eissn | 1360-0532 | - |
Appears in Collections: | Research publications |
Files in This Item:
File | Description | Size | Format | |
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Goethals2008.pdf | 126.76 kB | Adobe PDF | View/Open |
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