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Survival Analysis by Sampling Mixtures of Extremal Copulas

Barro Diakarya, Ouédraogo Jean Etienne, Somé Longin

Abstract


Survival analysis is a domain of statistics which deals with death in biological organisms, duration modelling in economics, failure in mechanical. In this paper we investigate about properties of mixtures of survival copulas of extreme values class. Stability property is given for a geometric transformation of extremal survival copulas under the assumption of radial symmetry. We show that a linear convex-combination of survival functions of copulas is also stable. We construct a
dependence function for survival bivariate copulas of extreme values class.

Keywords


Survival distribution, Sklar's theorem, survival copulas, extreme values distribution

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