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Modelling bivariate lifetime data using copula

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  • N. Unnikrishnan Nair

    (Cochin University of Science and Technology)

  • P. G. Sankaran

    (Cochin University of Science and Technology)

  • Preethi John

    (Cochin University of Science and Technology)

Abstract

Generally modelling lifetime data is carried out using probability distributions with the aid of reliability functions such as hazard rate, mean residual life, etc. In the present work an alternative approach is proposed by considering bivariate copulas instead of bivariate distributions. We define the analogues of reliability functions that are expressed in terms of copulas and study their properties. The results of the study are applied to case of the copulas of a bivariate exponential family of distributions.

Suggested Citation

  • N. Unnikrishnan Nair & P. G. Sankaran & Preethi John, 2018. "Modelling bivariate lifetime data using copula," METRON, Springer;Sapienza Università di Roma, vol. 76(2), pages 133-153, August.
    • Handle: RePEc:spr:metron:v:76:y:2018:i:2:d:10.1007_s40300-018-0135-5
    DOI: 10.1007/s40300-018-0135-5
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    References listed on IDEAS

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    1. Genest, Christian & Rémillard, Bruno & Beaudoin, David, 2009. "Goodness-of-fit tests for copulas: A review and a power study," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 199-213, April.
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    3. Kaishev, Vladimir K. & Dimitrova, Dimitrina S. & Haberman, Steven, 2007. "Modelling the joint distribution of competing risks survival times using copula functions," Insurance: Mathematics and Economics, Elsevier, vol. 41(3), pages 339-361, November.
    4. Johnson, N. L. & Kotz, Samuel, 1975. "A vector multivariate hazard rate," Journal of Multivariate Analysis, Elsevier, vol. 5(1), pages 53-66, March.
    5. Jorge Navarro & Fabio Spizzichino, 2010. "Comparisons of series and parallel systems with components sharing the same copula," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 26(6), pages 775-791, November.
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    Cited by:

    1. Sangita Kulathinal & Isha Dewan, 2023. "Weighted U-statistics for likelihood-ratio ordering of bivariate data," Statistical Papers, Springer, vol. 64(2), pages 705-735, April.

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