This paper discusses parametric analysis of bivariate failure time data, which often occur in medical studies among others. For this, as in the case of univariate failure time data, exponential and Weibull models are probably the most commonly used ones. However, it is surprising that there seem no general estimation procedures available for fitting the bivariate Weibull model to bivariate right-censored failure time data except some methods for special situations. We present and investigate two general but simple estimation procedures, one being a graphical approach and the other being a marginal approach, for the problem. An extensive simulation study is conducted to assess the performances of the proposed approaches and shows that they work well for practical situations. An illustrative example is provided.
Keywords: Bivariate failure time data; Marginal approach; Parametric estimation; Weibull models.