The analysis of left truncated bivariate data using frailty models

Document Type

Article

Publication Date

12-1-2018

Abstract

In this paper, we study the properties of frailty models for bivariate data under fixed left truncation. It turns out that the distribution of completely observable pairs is also a member of the Archimedean copula family. We propose a new estimation strategy to analyze this type of data using the corresponding Kendall distribution. A general goodness-of-fit test procedure is then developed for selecting the best model. Our strategies are generalization of the methodologies proposed for left truncated data. We demonstrate our new approaches using simulations and an illustrative example and end our paper with some discussion.

Identifier

85056384859 (Scopus)

Publication Title

Scandinavian Journal of Statistics

External Full Text Location

https://doi.org/10.1111/sjos.12324

e-ISSN

14679469

ISSN

03036898

First Page

847

Last Page

860

Issue

4

Volume

45

Grant

DMS1343889

Fund Ref

National Science Foundation

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