Abstract

YANEZ, SERGIO; BRANGO, HUGO; JARAMILLO, MARIO C.  and  LOPERA, CARLOS M.. Comparison between Competing Risks via the Copula-Graphic Estimator. Rev.Colomb.Estad. [online]. 2011, vol.34, n.2, pp.231-248. ISSN 0120-1751.

The identifiability problem in competing risks associated to the dependence measure between the failure modes, can be solved by means of the copula-graphic estimator which assumes the copula function known. This paper compares, through a simulation study, the copula-graphic estimator for a dependent competing risks model with the traditional one under the assumption of independence. It is shown that a significant subestimation of the reliability function can be made when the dependence is not taken into account. An example ilustrates this point and as a future work it is seen the possibility of using copula-graphic in industrial reliability to predict in accelerated life tests.

Keywords : Competing risks; Copula; Identifiability; Reliability.

        · abstract in Spanish     · text in Spanish     · Spanish ( pdf )