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Dokumenttyp:
Zeitschriftenaufsatz 
Autor(en):
Barthel, Nicole; Geerdens, Candida; Killiches, Matthias; Janssen, Paul; Czado, Claudia 
Titel:
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...    »
 
Stichworte:
Dependence modeling Multivariate event time data Maximum likelihood estimation Right-censoring Survival analysis Vine copulas 
Dewey Dezimalklassifikation:
510 Mathematik 
Zeitschriftentitel:
Computational Statistics & Data Analysis 
Jahr:
2018 
Band / Volume:
117 
Jahr / Monat:
2018-01 
Quartal:
1. Quartal 
Monat:
Jan 
Seitenangaben Beitrag:
109-127 
Sprache:
en 
Verlag / Institution:
Elsevier BV 
E-ISSN:
0167-9473 
Publikationsdatum:
01.01.2018 
TUM Einrichtung:
Professur für Angewandte Mathematische Statistik 
Format:
Text