The Cox-Aalen Models as Framework for Construction of Bivariate Probability Distributions, Universal Representation
Jerzy K. Filus, Lidia Z. Filus · Journal of Statistical Science and Application · 2017
Starting with the Aalen (1989) version of Cox (1972) 'regression model' we show the method for construction of "any" joint survival function given marginal survival functions.Basically, however, we restrict ourselves to model positive stochastic dependences only with the general assumption that the underlying two marginal random variables are centered on the set of nonnegative real values.With only these assumptions we obtain nice general characterization of bivariate probability distributions that may play similar role as the copula methodology.Examples of reliability and biomedical applications are given.