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Document type:
Zeitschriftenaufsatz 
Author(s):
Barthel, Nicole; Geerdens, Candida; Killiches, Matthias; Janssen, Paul; Czado, Claudia 
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 
Dewey Decimal Classification:
510 Mathematik 
Journal title:
Computational Statistics & Data Analysis 
Year:
2018 
Journal volume:
117 
Year / month:
2018-01 
Quarter:
1. Quartal 
Month:
Jan 
Pages contribution:
109-127 
Language:
en 
Publisher:
Elsevier BV 
E-ISSN:
0167-9473 
Date of publication:
01.01.2018 
TUM Institution:
Professur für Angewandte Mathematische Statistik 
Format:
Text