NDLI: Copula based flexible modeling of associations between clustered event times

Content Provider	Springer Nature Link
Author	Geerdens, Candida Claeskens, Gerda Janssen, Paul
Copyright Year	2015
Abstract	Multivariate survival data are characterized by the presence of correlation between event times within the same cluster. First, we build multi-dimensional copulas with flexible and possibly symmetric dependence structures for such data. In particular, clustered right-censored survival data are modeled using mixtures of max-infinitely divisible bivariate copulas. Second, these copulas are fit by a likelihood approach where the vast amount of copula derivatives present in the likelihood is approximated by finite differences. Third, we formulate conditions for clustered right-censored survival data under which an information criterion for model selection is either weakly consistent or consistent. Several of the familiar selection criteria are included. A set of four-dimensional data on time-to-mastitis is used to demonstrate the developed methodology.
Starting Page	363
Ending Page	381
Page Count	19
File Format	PDF
ISSN	13807870
Journal	Lifetime Data Analysis
Volume Number	22
Issue Number	3
e-ISSN	15729249
Language	English
Publisher	Springer US
Publisher Date	2015-07-26
Publisher Place	New York
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Clustered data Copulas Model selection Multivariate data Right-censoring Survival data Statistics Statistics for Life Sciences, Medicine, Health Sciences Quality Control, Reliability, Safety and Risk Statistics for Business/Economics/Mathematical Finance/Insurance Operation Research/Decision Theory
Content Type	Text
Resource Type	Article
Subject	Applied Mathematics Medicine

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