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Document type:
Zeitungsartikel 
Author(s):
Barthel, N., Geerdens, C. , Killiches, M., Janssen, P., and Czado, C. 
Title:
Vine copula based likelihood estimation of dependence patterns in multivariate event time data 
Abstract:
In many studies multivariate event time data are generated from clusters having a possibly complex association pattern. Flexible models are needed to capture this dependence. 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. A two-stage estimation approach is proposed. First, the margin...    »
 
Keywords:
Dependence modeling; Multivariate event time data; Maximum likelihood estimation; Right-censoring; Survival analysis; Vine copulas 
Journal title:
Computational Statistics and Data Analysis 
Year:
2017 
WWW:
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Status:
Erstveröffentlichung 
Date of publication:
21.08.2017