Title: Likelihood-based inference for latent failure time models with competing risks under the generalized FGM copula
Authors: Jia-Han Shih - National Central University (Taiwan) [presenting]
Takeshi Emura - Chang Gung University (Taiwan)
Abstract: Many existing latent failure time models for competing risks do not provide closed form expressions of sub-distribution functions. We suggest a generalized FGM copula model with the Burr III failure time distribution such that the sub-distribution functions have closed form expressions. Under the suggested model, we develop a likelihood-based inference method along with its computational algorithms. Based on the expressions of the sub-distribution functions, we propose two goodness-of-fit tests: (I) The overall model fit and (II) The fit of the generalized FGM copula. Our tests are based on the parametric bootstrap which utilize the parametric, semi-parametric, and non-parametric estimators of sub-distribution functions. Simulations are conducted to examine the performance of the proposed methods. A real data from the reliability analysis of the radio transmitter-receivers are analyzed for illustration.