Dependence modeling for recurrent event times subject to right‐censoring with D‐vine copulas

DOI10.1111/biom.13014zbMath1436.62509arXiv1712.05845OpenAlexW2915643887WikidataQ90482413 ScholiaQ90482413MaRDI QIDQ5214500

Claudia Czado, Paul Janssen, Candida Geerdens, Nicole Barthel

Publication date: 7 February 2020

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.05845

zbMATH Keywords

maximum likelihood estimationdependence modelingD-vine copulasinduced dependent right-censoringrecurrent event time dataunbalanced gap time data

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Censored data models (62N01) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (5)

Factor copula models for right-censored clustered survival data ⋮ Efficient Bayesian Inference for Nonlinear State Space Models With Univariate Autoregressive State Equation ⋮ Predicting times to event based on vine copula models ⋮ An Information Ratio-Based Goodness-of-Fit Test for Copula Models on Censored Data ⋮ Bayesian Nonparametric Modeling of Conditional Multidimensional Dependence Structures

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