Vine copula based likelihood estimation of dependence patterns in multivariate event time data

DOI10.1016/j.csda.2017.07.010zbMath1469.62017arXiv1603.01476OpenAlexW2749783303MaRDI QIDQ1662047

Candida Geerdens, Nicole Barthel, Paul Janssen, Matthias Killiches, Claudia Czado

Publication date: 17 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.01476

zbMATH Keywords

maximum likelihood estimationsurvival analysisdependence modelingright-censoringvine copulasmultivariate event time data

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in survival analysis and censored data (62N02)

Related Items

Factor copula models for right-censored clustered survival data, Analysis of ordinal and continuous longitudinal responses using pair copula construction, Predicting times to event based on vine copula models, Copula link-based additive models for bivariate time-to-event outcomes with general censoring scheme, Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction, Prediction based on conditional distributions of vine copulas, A vine copula approach for regression analysis of bivariate current status data with informative censoring

Uses Software

• VineCopula
• bootlib

Cites Work

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