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Document type:
Zeitungsartikel 
Author(s):
Barthel, N., Geerdens, C., Killiches, M., Janssen, P., Czado, C. 
Title:
Vine copula based inference of multivariate event time data 
Abstract:
In many studies multivariate event time data are generated from clusters of equal size. Flexible models are needed to capture the possibly complex association pattern in such data. Vine copulas serve this purpose. Inference methods for vine copulas are available for complete data. Event time data, however, are often subject to right-censoring. As a consequence, the existing inferential tools, e.g. likelihood estimation, need to be adapted. We develop likelihood based inference for clustered rig...    »
 
Keywords:
multivariate data, event time data, survival analysis, right-censoring, vine copulas, maximum likelihood estimation 
Journal title:
Preprint 
Year:
2016 
Reviewed:
ja 
Language:
en 
WWW:
Status:
Preprint / submitted 
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