Identifiability for dependent multiple decrement/competing risk models

DOI10.1080/03461238.1983.10408697zbMath0518.62080OpenAlexW2042169922MaRDI QIDQ3667813

Barry C. Arnold, Patrick L. Brockett

Publication date: 1983

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1983.10408697

zbMATH Keywords

identifiabilitydependencebivariate modelmultivariate Pareto distributionscompeting risk modelsdependent proportional hazards modelsmultiple decrement lifetimesmultivariate logistic law

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Reliability and life testing (62N05)

Related Items (4)

On assessing independence of competing risks when failure times are discrete ⋮ General bivariate Makeham laws ⋮ The horse race random utility model for choice probabilities and reaction times, and its competing risks interpretation ⋮ On the inconsistency of Bayesian non-parametric estimators in competing risks/multiple decrement models

Cites Work

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• Multivariate distributions with exponential minimums
• Note on the multivariate Burr's distribution
• A nonidentifiability aspect of the problem of competing risks.
• Conditional failure time distributions under competing risk theory with dependent failure times and proportional hazard rates
• A Multivariate Exponential Distribution
• Note on Extreme Values, Competing Risks and Semi-Markov Processes

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