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Please use this identifier to cite or link to this item: 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
Citation: 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
URI: http://hdl.handle.net/1942/20455
DOI: 10.1007/s10985-015-9336-x
ISI #: 000384534100003
ISSN: 1380-7870
Category: A1
Type: Journal Contribution
Validation: ecoom, 2017
Appears in Collections: Research publications

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