Open Access Open Access  Restricted Access Subscription Access

Survival Analysis by Sampling Mixtures of Extremal Copulas

Barro Diakarya, Ouédraogo Jean Etienne, Somé Longin


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.


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

Full Text:


Disclaimer/Regarding indexing issue:

We have provided the online access of all issues and papers to the indexing agencies (as given on journal web site). It’s depend on indexing agencies when, how and what manner they can index or not. Hence, we like to inform that on the basis of earlier indexing, we can’t predict the today or future indexing policy of third party (i.e. indexing agencies) as they have right to discontinue any journal at any time without prior information to the journal. So, please neither sends any question nor expects any answer from us on the behalf of third party i.e. indexing agencies.Hence, we will not issue any certificate or letter for indexing issue. Our role is just to provide the online access to them. So we do properly this and one can visit indexing agencies website to get the authentic information.