Frailty models and copulas: similarities and differences
نویسندگان
چکیده
منابع مشابه
Frailty Models and Copulas: Similarities and Dif- ferences
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 models, there is indeed the well known equivalence between the copula functions; the ...
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ژورنال
عنوان ژورنال: Journal of Applied Statistics
سال: 2008
ISSN: 0266-4763,1360-0532
DOI: 10.1080/02664760802271389