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- Title
Likelihood-based inference for bivariate latent failure time models with competing risks under the generalized FGM copula.
- Authors
Shih, Jia-Han; Emura, Takeshi
- Abstract
Many existing latent failure time models for competing risks do not provide closed form expressions of sub-distribution functions. This paper suggests a generalized FGM copula models with the Burr III failure time distribution such that the sub-distribution functions have closed form expressions. Under the suggested model, we develop a likelihood-based inference method along with its computational tools and asymptotic theory. Based on the expressions of the sub-distribution functions, we propose goodness-of-fit tests. Simulations are conducted to examine the performance of the proposed methods. A real data from the reliability analysis of the radio transmitter-receivers are analyzed to illustrate the proposed methods. The computational programs are made available in the R package GFGM.copula.
- Subjects
INFERENTIAL statistics; FAILURE time data analysis; GENERALIZATION; DISTRIBUTION (Probability theory); SIMULATION methods &; models; STATISTICAL reliability
- Publication
Computational Statistics, 2018, Vol 33, Issue 3, p1293
- ISSN
0943-4062
- Publication type
Article
- DOI
10.1007/s00180-018-0804-0