Generalized measures of divergence in survival analysis and reliability

Vonta, F; Karagrigoriou, A

dc.contributor.author	Vonta, F	en
dc.contributor.author	Karagrigoriou, A	en
dc.date.accessioned	2014-03-01T01:33:34Z
dc.date.available	2014-03-01T01:33:34Z
dc.date.issued	2010	en
dc.identifier.issn	0021-9002	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/20464
dc.relation.uri	http://www.scopus.com/inward/record.url?eid=2-s2.0-80053924730&partnerID=40&md5=fc88a331545a5510a212eadaaf0afe8f	en
dc.subject	Cox model	en
dc.subject	Csiszár's family of measures	en
dc.subject	Divergence measure	en
dc.subject	Frailty model	en
dc.subject	Proportional reverse hazards model	en
dc.subject.classification	Statistics & Probability	en
dc.subject.other	HAZARDS MODEL	en
dc.subject.other	LIFETIME DISTRIBUTIONS	en
dc.subject.other	EFFICIENT ESTIMATION	en
dc.subject.other	DISCRIMINATION	en
dc.title	Generalized measures of divergence in survival analysis and reliability	en
heal.type	journalArticle	en
heal.language	English	en
heal.publicationDate	2010	en
heal.abstract	Measures of divergence or discrepancy are used either to measure mutual information concerning two variables or to construct model selection criteria. In this paper we focus on divergence measures that are based on a class of measures known as Csiszár's divergence measures. In particular, we propose a measure of divergence between residual lives of two items that have both survived up to some time t as well as a measure of divergence between past lives, both based on Csiszár's class of measures. Furthermore, we derive properties of these measures and provide examples based on the Cox model and frailty or transformation model. © Applied Probability Trust 2010.	en
heal.publisher	APPLIED PROBABILITY TRUST	en
heal.journalName	Journal of Applied Probability	en
dc.identifier.isi	ISI:000276521700014	en
dc.identifier.volume	47	en
dc.identifier.issue	1	en
dc.identifier.spage	216	en
dc.identifier.epage	234	en