Unified multivariate survival model with a surviving fraction: an application to a Brazilian customer churn data

被引:6
作者
Cancho, Vicente G. [1 ]
Dey, Dipak K. [2 ]
Louzada, Francisco [1 ]
机构
[1] Univ Sao Paulo, ICMC, Sao Carlos, SP, Brazil
[2] Univ Connecticut, Dept Stat, Storrs, CT 06269 USA
基金
巴西圣保罗研究基金会;
关键词
competing risks; cured fraction; maximum likelihood approach; multivariate survival models; unified survival models; BAYESIAN-INFERENCE; POLYHAZARD MODELS; ASSOCIATION;
D O I
10.1080/02664763.2015.1071341
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper we propose a new lifetime model for multivariate survival data in presence of surviving fractions and examine some of its properties. Its genesis is based on situations in which there are m types of unobservable competing causes, where each cause is related to a time of occurrence of an event of interest. Our model is a multivariate extension of the univariate survival cure rate model proposed by Rodrigueset al. [37]. The inferential approach exploits the maximum likelihood tools. We perform a simulation study in order to verify the asymptotic properties of the maximum likelihood estimators. The simulation study also focus on size and power of the likelihood ratio test. The methodology is illustrated on a real data set on customer churn data.
引用
收藏
页码:572 / 584
页数:13
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