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

Socpus ID

58549112607 (Scopus)

Source API URL

https://api.elsevier.com/content/abstract/scopus_id/58549112607

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