Journal ArticleDOI
Likelihood-based inference for a frailty-copula model based on competing risks failure time data
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TLDR
A frailty‐copula model is proposed, which is a hybrid model including both a frailty term and a copula function for dependence between failure times, and likelihood‐based inference methods based on competing risks data, including accelerated failure time models are developed.About:
This article is published in Quality and Reliability Engineering International.The article was published on 2020-07-01. It has received 24 citations till now. The article focuses on the topics: Copula (probability theory).read more
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A copula model for dependent competing risks
Simon M. S. Lo,Ralf A. Wilke +1 more
TL;DR: In this article, a computationally convenient extension of the Copula Graphic Estimator (Zheng and Klein, 1995) to a model with more than two dependent competing risks is proposed.
Journal ArticleDOI
Reliability analysis for a system experiencing dependent degradation processes and random shocks based on a nonlinear Wiener process model
TL;DR: In this article, a more general reliability model that takes into account complex dependence is developed based on a nonlinear Wiener process model and time-varying copula method.
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A copula-based Markov chain model for serially dependent event times with a dependent terminal event
TL;DR: This paper proposes a novel copula-based Markov chain model for describing serial dependence in recurrent event times, and proposes a two-stage estimation method under Weibull distributions for fitting the survival data.
Journal ArticleDOI
A Nested Copula Duration Model for Competing Risks with Multiple Spells
TL;DR: It is shown that the dependenceructure between spells is identifiable and can be estimated, in contrast to the dependence structure between competing risks, and the model is not identifiable.
Journal ArticleDOI
Parametric Distributions for Survival and Reliability Analyses, a Review and Historical Sketch
TL;DR: In this paper , the authors comprehensively review the historical backgrounds and statistical properties of a number of parametric distributions used in survival and reliability analyses, including the exponential, Weibull, Rayleigh, lognormal, log-logistic, gamma, generalized gamma, Pareto (types I, II, and IV), Hjorth, Burr (types III and XII), Dagum, exponential power, Gompertz, Birnbaum-Saunders, exponential-logarithmic, piecewise exponential, generalized exponential, exponentiated Weibell, generalized modified Weibbull, and spline distributions.
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Journal ArticleDOI
A nonidentifiability aspect of the problem of competing risks.
TL;DR: The relationship between the net and the crude probabilities of survival was established by Therorems 1 and 2 as mentioned in this paper, which showed that, without the not directly verifiable assumption that in their joint distribution the variables Y1, Y2,..., Yk are mutually independent, a given set of crude survival probabilities Qi(t) does not identify the corresponding net probabilities.
Book
The Frailty Model
Luc Duchateau,Paul Janssen +1 more
TL;DR: In this book different methods based on the frailty model are described and it is demonstrated how they can be used to analyze clustered survival data.
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Estimates of marginal survival for dependent competing risks based on an assumed copula
Ming Zheng,John P. Klein +1 more
TL;DR: In this paper, the authors show that if the copula is known, then the competing risks data are sufficient to identify the marginal survival functions and construct a suitable estimator, which is consistent and reduces to the Kaplan-Meier estimator when death and censoring times are independent.