Semiparametric likelihood estimation in the Clayton-Oakes failure time model

Citation
Dv. Glidden et Sg. Self, Semiparametric likelihood estimation in the Clayton-Oakes failure time model, SC J STAT, 26(3), 1999, pp. 363-372
Citations number
20
Categorie Soggetti
Mathematics
Journal title
SCANDINAVIAN JOURNAL OF STATISTICS
ISSN journal
03036898 → ACNP
Volume
26
Issue
3
Year of publication
1999
Pages
363 - 372
Database
ISI
SICI code
0303-6898(199909)26:3<363:SLEITC>2.0.ZU;2-2
Abstract
Multivariate failure time data arise when the sample consists of clusters a nd each cluster contains several possibly dependent failure times, The Clay ton-Oakes model (Clayton, 1978; Oakes, 1982) for multivariate failure times characterizes the intracluster dependence parametrically but allows arbitr ary specification of the marginal distributions. In this paper, we discuss estimation in the Clayton-Oakcs model when the marginal distributions are m odeled to follow the Cox (1972) proportional hazards regression model. Para meter estimation is based on an approximate generalized maximum likelihood estimator. We illustrate the model's application with example datasets.