Multivariate non-parametric estimates
It is desirable to have a completely non-parametric estimate of a multivariate survival distribution. This has the advantage of not requiring distributional assumptions, but it does, of course, require some structural assumptions, namely, independence of groups and identical multivariate distributions for the groups. It could serve as a baseline for evaluating the fit of more specific models. In principle, it allows for assessment of the dependence, but it may be inefficient compared to a fully parametric or semi-parametric estimate.
KeywordsSurvivor Function Marginal Distribution Frailty Model Bivariate Case Marginal Data
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