We determine the upper and lower bounds for possible values of Kendall's tau of a bivariate copula given that the value of its Spearman's footrule or Gini's gamma is known, and show that these bounds are always attained.
Published in Epidemiologic Methods
Objectives: In time to event analysis, the risk for an event is usually estimated using Cox proportional hazards (CPH) model. But CPH model has the limitation of biased estimate due to unobserved hidden heterogeneity among the covariates, which can be tackled using frailty models. The best models were usually being identified using Akaike informati...
