Review of multivariate survival data

Document de recerca publicat per la UPC. Departament d'Estadística i Investigació operativaThis paper reviews some of the main contributions in the area of multivariate survival data and proposes some possible extensions. In particular, we have concentrated our search and study on those papers that are relevant to the situation where two (or more) consecutive variables are followed until a common day of analysis and subject to informative censoring. The paper reviews bivariate nonparametric approaches and extend some of them to the case of two nonconsecutive times. We introduce the notation and construct the likelihood for the general problem of more than two consecutive survival times. We formulate the time dependencies and trends via a Bayesian approach. Finally, three regression models for multivariate survival times are discussed together with the differences among them which will be useful when the main interest is on the effect of covariates on the risk of failure