Benutzer: Gast  Login
Titel:

A D-vine copula based model for repeated measurements extending linear mixed models with homogeneous correlation structure

Dokumenttyp:
Zeitungsartikel
Autor(en):
Killiches, M. and Czado, C.
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
TUM Einrichtung:
Lehrstuhl für Mathematische Statistik
Format:
Text
 BibTeX