Local Dependence for Bivariate Weibull Distributions Created by Archimedean Copula
In multivariate survival analysis, estimating the multivariate distribution functions and then measuring the association between survival times are of great interest. Copula functions, such as Archimedean Copulas, are commonly used to estimate the unknown bivariate distributions based on known margi...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Baghdad, College of Science for Women
2021-03-01
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| Series: | مجلة بغداد للعلوم |
| Subjects: | |
| Online Access: | https://bsj.uobaghdad.edu.iq/index.php/BSJ/article/view/3967 |
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| Summary: | In multivariate survival analysis, estimating the multivariate distribution functions and then measuring the association between survival times are of great interest. Copula functions, such as Archimedean Copulas, are commonly used to estimate the unknown bivariate distributions based on known marginal functions. In this paper the feasibility of using the idea of local dependence to identify the most efficient copula model, which is used to construct a bivariate Weibull distribution for bivariate Survival times, among some Archimedean copulas is explored. Furthermore, to evaluate the efficiency of the proposed procedure, a simulation study is implemented. It is shown that this approach is useful for practical situations and applicable for real datasets. Moreover, when the proposed procedure implemented on Diabetic Retinopathy Study (DRS) data, it is found that treated eyes have greater chance for non-blindness compared to untreated eyes. |
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| ISSN: | 2078-8665 2411-7986 |