Open Access
August 2013 Polyhazard models with dependent causes
Rodrigo Tsai, Luiz Koodi Hotta
Braz. J. Probab. Stat. 27(3): 357-376 (August 2013). DOI: 10.1214/12-BJPS185


Polyhazard models constitute a flexible family for fitting lifetime data. The main advantages over single hazard models include the ability to represent hazard rate functions with unusual shapes and the ease of including covariates. The primary goal of this paper was to include dependence among the latent causes of failure by modeling dependence using copula functions. The choice of the copula function as well as the latent hazard functions results in a flexible class of survival functions that is able to represent hazard rate functions with unusual shapes, such as bathtub or multimodal curves, while also modeling local effects associated with competing risks. The model is applied to two sets of simulated data as well as to data representing the unemployment duration of a sample of socially insured German workers. Model identification and estimation are also discussed.


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Rodrigo Tsai. Luiz Koodi Hotta. "Polyhazard models with dependent causes." Braz. J. Probab. Stat. 27 (3) 357 - 376, August 2013.


Published: August 2013
First available in Project Euclid: 28 May 2013

zbMATH: 1298.62109
MathSciNet: MR3064728
Digital Object Identifier: 10.1214/12-BJPS185

Keywords: competing risks , copula , Polyhazard models

Rights: Copyright © 2013 Brazilian Statistical Association

Vol.27 • No. 3 • August 2013
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