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Frailty models and copulas: similarities and differences.
- Source :
-
Journal of Applied Statistics . Sep2008, Vol. 35 Issue 9, p1071-1079. 9p. 1 Chart, 1 Graph. - Publication Year :
- 2008
-
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. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 02664763
- Volume :
- 35
- Issue :
- 9
- Database :
- Academic Search Index
- Journal :
- Journal of Applied Statistics
- Publication Type :
- Academic Journal
- Accession number :
- 33418647
- Full Text :
- https://doi.org/10.1080/02664760802271389