A copula-based approach for estimating the survival functions of two alternating recurrent events

摘要

In this paper, we study the survival times of alternately occurring events. The dependence between the times to the two events is modelled through the Archimedean copula, while the dependence over the recurring cycles is modelled through a functional relationship of the distribution parameters. Taking account of appropriate censoring that may be present in the data, the model parameters are estimated using the maximum likelihood method. The standard errors of the estimators are then derived and confidence belts for the survival functions constructed. Methods for choosing the appropriate copula are also discussed. The results are illustrated through a clinical trial data on patients suffering from cystic fibrosis. A simulation study is also done to corroborate the results.