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Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/8446

Title: Frailty models and copulas: similarities and differences
Authors: Goethals, K
JANSSEN, Paul
DUCHATEAU, Luc
Issue Date: 2008
Publisher: ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
Citation: JOURNAL OF APPLIED STATISTICS, 35(9). p. 1071-1079
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.
Notes: Univ Ghent, Dept Physiol & Biometr, B-9000 Ghent, Belgium. Hasselt Univ, Ctr Stat, Diepenbeek, Belgium.
URI: http://hdl.handle.net/1942/8446
DOI: 10.1080/02664760802271389
ISI #: 000258090800010
ISSN: 0266-4763
Category: A1
Type: Journal Contribution
Validation: ecoom, 2009
Appears in Collections: Research publications

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