A multivariate counting process with Weibull-distributed first-arrival times
نویسنده
چکیده
In this paper, we study a method to construct a multivariate counting process with positive dependencies between the event occurrences. Conditional on a random effect with a positive stable distribution, the univariate counting processes are independent non-homogeneous Poisson processes with a power intensity function. The applicability of the model is illustrated in three examples: a horse race model with several dependent channels, a dependent parallel-counter model and an interactive coactivation model. r 2003 Elsevier Inc. All rights reserved.
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