In some recent papers, the authors considered a function B that describes the level curves of an exchangeable bivariate survival function F. The function B permits the analysis of several "multivariate aging properties" of F. In this paper, the authors consider survival models characterized by the condition that B is a Clayton copula and analyze a related invariance property. This property concerns the family of level curves of the joint survival function of residual lifetimes, when "ages" are increasing. (c) 2005 Elsevier B.V. All rights reserved.
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Titolo: | Bivariate survival models with Clayton aging functions |
Autori: | |
Data di pubblicazione: | 2005 |
Rivista: | |
Handle: | http://hdl.handle.net/11573/40854 |
Appartiene alla tipologia: | 01a Articolo in rivista |