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http://hdl.handle.net/1942/20455
Title: | Copula based flexible modeling of associations between clustered event times | Authors: | GEERDENS, Candida CLAESKENS, Gerda JANSSEN, Paul |
Issue Date: | 2015 | Source: | Lifetime data analysis, 22 (3), pag. 363-381 | Abstract: | Multivariate survival data are characterized by the presence of correlation between event times within the same cluster. First, we build multi-dimensional copulas with flexible and possibly symmetric dependence structures for such data. In particular, clustered right-censored survival data are modeled using mixtures of max-infinitely divisible bivariate copulas. Second, these copulas are fit by a likelihood approach where the vast amount of copula derivatives present in the likelihood is approximated by finite differences. Third, we formulate conditions for clustered right-censored survival data under which an information criterion for model selection is either weakly consistent or consistent. Several of the familiar selection criteria are included. A set of four-dimensional data on time-to-mastitis is used to demonstrate the developed methodology. | Notes: | Geerdens, C (reprint author), Univ Hasselt, I BioStat, Ctr Stat, Agoralaan 1, B-3590 Diepenbeek, Belgium. Candida.Geerdens@uhasselt.be; Gerda.Claeskens@kuleuven.be; Paul.Janssen@uhasselt.be | Keywords: | clustered data; copulas; model selection; multivariate data; right-censoring; survival data | Document URI: | http://hdl.handle.net/1942/20455 | ISSN: | 1380-7870 | e-ISSN: | 1572-9249 | DOI: | 10.1007/s10985-015-9336-x | ISI #: | 000384534100003 | Rights: | © Springer Science+Business Media New York 2015 | Category: | A1 | Type: | Journal Contribution | Validations: | ecoom 2017 |
Appears in Collections: | Research publications |
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