A composite likelihood approach to multivariate survival data

This paper is about the statistical analysis of multivariate survival data. We discuss the additive and multiplicative frailty models which have been the most popular models for multivariate survival data. As an alternative t o the additive and multiplicative frailty models, we propose basing inferen ce on a composite likelihood function that only requires modelling of the m arginal distribution of pairs of failure times. Each marginal distribution of a pair of failure times is here assumed to follow a shared frailty model . The method is illustrated with a real-life example.