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Bivariate survival models with Clayton aging functions. (English) Zbl 1075.62091
Summary: In some recent papers [see, e.g., J. Multivariate Anal. 93, No. 2, 313–339 (2005; Zbl 1070.60015)], the authors considered a function $$B$$ that describes the level curves of an exchangeable bivariate survival function $$\overline F$$. The function $$B$$ permits the analysis of several “multivariate aging properties” of $$\overline F$$. In this paper, the authors consider survival models characterized by the condition that $$B$$ is a D. G. Clayton copula [Biometrika 65, 141–151 (1978; Zbl 0394.92021)] and analyze a related invariance property. This property concerns the family of level curves of the joint survival function of residual lifetimes, when “ages” are increasing.

MSC:
 62N99 Survival analysis and censored data 62H99 Multivariate analysis 62P10 Applications of statistics to biology and medical sciences; meta analysis
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References:
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