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Dokumenttyp:
Zeitungsartikel 
Autor(en):
Killiches, M. and Czado, C. 
Titel:
A D-vine copula based model for repeated measurements extending linear mixed models with homogeneous correlation structure 
Abstract:
We propose a model for unbalanced longitudinal data, where the univariate margins can be selected arbitrarily and the dependence structure is described with the help of a D-vine copula. We show that our approach is an extremely flexible extension of the widely used linear mixed model if the correlation is homogeneous over the considered individuals. As an alternative to joint maximum-likelihood a sequential estimation approach for the D-vine copula is provided and validated in a simulation study...    »
 
Stichworte:
Vine copulas, linear mixed models, repeated measurements, longitudinal data, unbalanced setting 
Zeitschriftentitel:
Preprint 
Jahr:
2017 
Reviewed:
ja 
WWW:
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TUM Einrichtung:
Lehrstuhl für Mathematische Statistik 
Format:
Text