The FGM bivariate lifetime copula model: a bayesian approach
dc.contributor.author | Suzuki. A. K. | |
dc.contributor.author | Louzada-Neto Neto, Franscisco | |
dc.contributor.author | Cancho, Vicente G. | |
dc.contributor.author | Barriga, Gladys Dorotea Cacsire [UNESP] | |
dc.contributor.institution | Universidade Estadual Paulista (Unesp) | |
dc.date.accessioned | 2016-03-02T12:58:30Z | |
dc.date.available | 2016-03-02T12:58:30Z | |
dc.date.issued | 2011 | |
dc.description.abstract | 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. | en |
dc.description.affiliation | Universidade Estadual Paulista Júlio de Mesquita Filho, Departamento de Engenharia de Produção, Faculdade de Engenharia de Bauru, Bauru, Av. Eng. Luiz Edmundo C. Coube 14-01, CEP 17033-360, SP, Brasil | |
dc.description.affiliationUnesp | Universidade Estadual Paulista Júlio de Mesquita Filho, Departamento de Engenharia de Produção, Faculdade de Engenharia de Bauru, Bauru, Av. Eng. Luiz Edmundo C. Coube 14-01, CEP 17033-360, SP, Brasil | |
dc.format.extent | 55-76 | |
dc.identifier | http://www.pphmj.com/abstract/5794.htm | |
dc.identifier.citation | Advances and Applications in Statistics, v. 21, p. 55-76, 2011. | |
dc.identifier.issn | 0972-3617 | |
dc.identifier.lattes | 3503233632044163 | |
dc.identifier.lattes | 5267593860042306 | |
dc.identifier.uri | http://hdl.handle.net/11449/134820 | |
dc.language.iso | eng | |
dc.relation.ispartof | Advances and Applications in Statistics | |
dc.rights.accessRights | Acesso restrito | |
dc.source | Currículo Lattes | |
dc.subject | Case deletion influence diagnostics | en |
dc.subject | Copula modeling | en |
dc.subject | Survival data | en |
dc.subject | Bayesian approach | en |
dc.title | The FGM bivariate lifetime copula model: a bayesian approach | en |
dc.type | Artigo | |
unesp.author.lattes | 3503233632044163 | |
unesp.author.lattes | 5267593860042306 | |
unesp.campus | Universidade Estadual Paulista (Unesp), Faculdade de Engenharia, Bauru | pt |
unesp.department | Engenharia de Produção - FEB | pt |