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Title:

AD‐vine copula‐based model for repeated measurements extending linear mixed models with homogeneous correlation structure

Document type:
Zeitungsartikel
Author(s):
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...     »
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:
doi:10.1111/biom.12867
Publisher:
IBS
Notes:
Published online
Status:
Preprint / submitted
TUM Institution:
Lehrstuhl für Mathematische Statistik
Format:
Text
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