Title
On Simulating Multivariate Failure Times
Keywords
Frailty; Multivariate exponential distribution; Survival times.
Abstract
This article discusses several convenient methods of simulating multivariate failure times when the dimension is relatively high. These methods are based on two commonly used models: The multiplicative random effect or frailty models and the multivariate exponential distribution. For each method, measures of association between correlated failure times are either given or derived. © 2006, IJAMAS, CESER.
Publication Date
12-1-2006
Publication Title
International Journal of Applied Mathematics and Statistics
Volume
5
Issue
SO6
Number of Pages
8-18
Document Type
Article
Personal Identifier
scopus
Copyright Status
Unknown
Socpus ID
58549112607 (Scopus)
Source API URL
https://api.elsevier.com/content/abstract/scopus_id/58549112607
STARS Citation
Su, Xiao Gang; Fan, Juanjuan; Wang, Aaron; and Johnson, Mark, "On Simulating Multivariate Failure Times" (2006). Scopus Export 2000s. 7438.
https://stars.library.ucf.edu/scopus2000/7438