Semi-Parametric Likelihood Functions for Bivariate Survival Data

Abstract

Because of the numerous applications, characterization of multivariate survival distributions is still a growing area of research. The aim of this thesis is to investigate a joint probability distribution that can be derived for modeling nonnegative related random variables. We restrict the marginals to a specified lifetime distribution, while proposing a linear relationship between them with an unknown (error) random variable that we completely characterize. The distributions are all of positive supports, but one class has a positive probability of simultaneous occurrence. In that sense, we capture the absolutely continuous case, and the Marshall-Olkin type with a positive probability of simultaneous event on a set of measure zero. In particular, the form of the joint distribution when the marginals are of gamma distributions are provided, combining in a simple parametric form the dependence between the two random variables and a nonparametric likelihood function for the unknown random variable. Associated properties are studied and investigated and applications with simulated and real data are given

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