The FGM bivariate lifetime copula model: a Bayesian approach

MaRDI QIDQ3017808zbMATH OpenFDO

Authors Adriano K. Suzuki, Francisco Louzada, Vicente G. Cancho, Gladys D. C. Barriga

Publication date 20 July 2011

Full work available at URL http://www.pphmj.com/abstract/5794.htm

zbMATH Keywords

Bayesian approachcase deletion influence diagnosticscopula modelingsurvival data

Mathematics Subject Classification ID

Bayesian inference (62F15) Multivariate distribution of statistics (62H10) Censored data models (62N01) Numerical analysis or methods applied to Markov chains (65C40)

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(11)

• Likelihood-based inference for bivariate latent failure time models with competing risks under the generalized FGM copula
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• scientific article; zbMATH DE number 7529803 (Why is no real title available?)
• A bivariate Markov modulated intensity model: applications to insurance and credit risk modelling
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• New bivariate Type-2 Gumbel distribution based on the Farlie-Gumbel-Morgenstern copula: properties and its application in survival analysis
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