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

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 a...

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Veröffentlicht in:Journal of applied statistics 2016-02, Vol.43 (3), p.572-584
Hauptverfasser: Cancho, Vicente G., Dey, Dipak K., Louzada, Francisco
Format: Artikel
Sprache:eng
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Zusammenfassung: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 Rodrigues et 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.
ISSN:0266-4763
1360-0532
DOI:10.1080/02664763.2015.1071341