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.