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A Multivariate Model for Repeated Failure Time Measurements
Author(s) -
Crowder Martin
Publication year - 1998
Publication title -
scandinavian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.359
H-Index - 65
eISSN - 1467-9469
pISSN - 0303-6898
DOI - 10.1111/1467-9469.00088
Subject(s) - mathematics , multivariate statistics , statistics , survival function , parametric statistics , conditional probability distribution , multivariate analysis , marginal distribution , parametric model , econometrics , survival analysis , random variable
A parametric multivariate failure time distribution is derived from a frailty‐type model with a particular frailty distribution. It covers as special cases certain distributions which have been used for multivariate survival data in recent years. Some properties of the distribution are derived: its marginal and conditional distributions lie within the parametric family, and association between the component variates can be positive or, to a limited extent, negative. The simple closed form of the survivor function is useful for right‐censored data, as occur commonly in survival analysis, and for calculating uniform residuals. Also featured is the distribution of ratios of paired failure times. The model is applied to data from the literature