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Unified multivariate survival model with a surviving fraction: an application to a Brazilian customer churn data. (English) Zbl 1514.62454

Summary: In this paper we propose a new lifetime model for multivariate survival data in presence of surviving fractions and examine some of its properties. Its genesis is based on situations in which there are \(m\) types of unobservable competing causes, where each cause is related to a time of occurrence of an event of interest. Our model is a multivariate extension of the univariate survival cure rate model proposed by J. Rodrigues et al. [Stat. Probab. Lett. 79, No. 6, 753–759 (2009; Zbl 1349.62485)]. The inferential approach exploits the maximum likelihood tools. We perform a simulation study in order to verify the asymptotic properties of the maximum likelihood estimators. The simulation study also focus on size and power of the likelihood ratio test. The methodology is illustrated on a real data set on customer churn data.

MSC:

62-XX Statistics

Citations:

Zbl 1349.62485

Software:

R
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