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Document type:
Zeitungsartikel 
Author(s):
Killiches, M. and Czado, C. 
Title:
AD‐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...    »
 
Keywords:
Linear mixed models, longitudinal data, repeated measurements, unbalanced setting, vine copulas 
Dewey Decimal Classification:
510 Mathematik 
Journal title:
Journal of The International Biometric Society 
Year:
2018 
Year / month:
2018-03 
Quarter:
1. Quartal 
Language:
en 
Fulltext / DOI:
WWW:
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Publisher:
IBS 
Notes:
Published online 
Status:
Preprint / submitted 
TUM Institution:
Lehrstuhl für Mathematische Statistik 
Format:
Text