This paper proposes a new joint model for pairs of failure times in the presence of a cure fraction. The proposed model relaxes some of the assumptions required by the existing approaches. This allows us to add some flexibility to the dependence structure and to widen the range of association measures that can be defined. A numerically stable iterative algorithm based on estimating equations is proposed to estimate the parameters. The estimators are shown to be consistent and asymptotically normal. Simulations show that they have good finite-sample properties. The added flexibility of the proposal is illustrated with an application to data from a diabetes retinopathy study.
Keywords: Association measure; Copula; ES-algorithm; Kendall’s tau; Linear transformation model.