Benutzer: Gast  Login
Dokumenttyp:
Zeitungsartikel 
Autor(en):
Killiches, M. and Czado, C. 
Titel:
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...    »
 
Stichworte:
Linear mixed models, longitudinal data, repeated measurements, unbalanced setting, vine copulas 
Dewey Dezimalklassifikation:
510 Mathematik 
Zeitschriftentitel:
Journal of The International Biometric Society 
Jahr:
2018 
Jahr / Monat:
2018-03 
Quartal:
1. Quartal 
Sprache:
en 
WWW:
_blank 
Verlag / Institution:
IBS 
Hinweise:
Published online 
Status:
Preprint / submitted 
TUM Einrichtung:
Lehrstuhl für Mathematische Statistik 
Format:
Text