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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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