A Study on Modelling of Bivariate Competing Risks with Archimedean Copulas

Guloksuz, Cigdem Topcu (2021) A Study on Modelling of Bivariate Competing Risks with Archimedean Copulas. Archives of Current Research International, 21 (2). pp. 14-21. ISSN 2454-7077

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Abstract

In this study we consider Archimedean copula functions to obtain estimates of cause-specific distribution functions in bivariate competing risks set up. We assume that two failure times of the same group are dependent and this dependency can be modeled by an Archimedean copula. Based on the Archimedean copula which gives best fit to the competing risk data with independent censoring we obtain the estimates of cause specific sub distributions.

Item Type: Article
Subjects: Euro Archives > Multidisciplinary
Depositing User: Managing Editor
Date Deposited: 22 Mar 2023 04:15
Last Modified: 03 Jan 2024 06:13
URI: http://publish7promo.com/id/eprint/250

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