Identifiability for dependent multiple decrement/competing risk models

DOI10.1080/03461238.1983.10408697MaRDI QIDQ3667813zbMATH OpenOpenAlexFDO

Authors 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

bivariate modelcompeting risk modelsdependencedependent proportional hazards modelsidentifiabilitymultiple decrement lifetimesmultivariate logistic lawmultivariate Pareto distributions

Mathematics Subject Classification ID

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

Cites work

• A Multivariate Exponential 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
• scientific article; zbMATH DE number 3677042 (Why is no real title available?)
• scientific article; zbMATH DE number 3789740 (Why is no real title available?)
• Multivariate distributions with exponential minimums
• Note on Extreme Values, Competing Risks and Semi-Markov Processes
• Note on the multivariate Burr's distribution

Cited in

(8)

• On the inconsistency of Bayesian non-parametric estimators in competing risks/multiple decrement models
• On assessing independence of competing risks when failure times are discrete
• The horse race random utility model for choice probabilities and reaction times, and its competing risks interpretation
• General bivariate Makeham laws
• A Dirichlet process mixture regression model for the analysis of competing risk events
• Extended generalized Marshall-Olkin model for dependent censoring
• Mathematical demography
• Dependent default times with mixed hitting-time models

This page was built for publication: Identifiability for dependent multiple decrement/competing risk models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3667813)