dc.contributor.author | Garcia-Maya, Brenda | |
dc.contributor.author | Limnios, N. | |
dc.contributor.author | Lindqvist, Bo Henry | |
dc.date.accessioned | 2021-02-24T13:45:41Z | |
dc.date.available | 2021-02-24T13:45:41Z | |
dc.date.created | 2021-02-19T11:08:51Z | |
dc.date.issued | 2021 | |
dc.identifier.issn | 1387-5841 | |
dc.identifier.uri | https://hdl.handle.net/11250/2730166 | |
dc.description.abstract | We present competing risks models within a semi-Markov process framework via the semi-Markov phase-type distribution. We consider semi-Markov processes in continuous and discrete time with a finite number of transient states and a finite number of absorbing states. Each absorbing state represents a failure mode (in system reliability) or a cause of death of an individual (in survival analysis). This is an extension of the continuous-time Markov competing risks model presented in Lindqvist and Kjølen (2018). We derive the joint distribution of the lifetime and the failure cause via the transition function of semi-Markov processes in continuous and discrete-time. Some examples are given for illustration. | en_US |
dc.language.iso | eng | en_US |
dc.publisher | Springer | en_US |
dc.title | Competing Risks Modeling by Extended Phase-Type Semi-Markov Distributions | en_US |
dc.type | Peer reviewed | en_US |
dc.type | Journal article | en_US |
dc.description.version | acceptedVersion | en_US |
dc.source.journal | Methodology and Computing in Applied Probability | en_US |
dc.identifier.doi | 10.1007/s11009-020-09839-1 | |
dc.identifier.cristin | 1891675 | |
dc.description.localcode | "This is a post-peer-review, pre-copyedit version of an article. Locked until 17.2.2022 due to copyright restrictions. The final authenticated version is available online at: https://doi.org/10.1007/s11009-020-09839-1 | en_US |
cristin.ispublished | true | |
cristin.fulltext | postprint | |
cristin.qualitycode | 1 | |