The FGM bivariate lifetime copula model: a bayesian approach

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Data

2011

Autores

Suzuki. A. K.
Louzada-Neto Neto, Franscisco
Cancho, Vicente G.
Barriga, Gladys Dorotea Cacsire [UNESP]

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Resumo

In this paper, we propose a bivariate distribution for the bivariate survival times based on Farlie-Gumbel-Morgenstern copula to model the dependence on a bivariate survival data. The proposed model allows for the presence of censored data and covariates. For inferential purpose a Bayesian approach via Markov Chain Monte Carlo (MCMC) is considered. Further, some discussions on the model selection criteria are given. In order to examine outlying and influential observations, we present a Bayesian case deletion influence diagnostics based on the Kullback-Leibler divergence. The newly developed procedures are illustrated via a simulation study and a real dataset.

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Case deletion influence diagnostics, Copula modeling, Survival data, Bayesian approach

Como citar

Advances and Applications in Statistics, v. 21, p. 55-76, 2011.