Copulas generated by mixtures of weighted distributions

Abstract

In this paper, we characterize several partial dependencies in a general mixture model of weighted distributions with a parametric weight function that encompasses many well-known frailty models. There are well-known frailty models in survival analysis satisfying the proposed mixture model which are used to examine the results. The mixture-based copula functions associated with the mixture model are characterized. Examples are given to draw the copula functions out from respected mixture models.

Keywords

• weighted distribution
• mixture model
• copula function
• dependence structure
• semiparametric distributions
• stochastic order