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Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/25904

Title: Investigating the correlation structure of quadrivariate udder infection times through hierarchical Archimedean copulas
Authors: Prenen, Leen
Braekers, Roel
Duchateau, Luc
Issue Date: 2017
Citation: Lifetime data analysis,
Status: In Press
Abstract: The correlation structure imposed on multivariate time to event data is often of a simple nature, such as in the shared frailty model where pairwise correlations between event times in a cluster are all the same. In modeling the infection times of the four udder quarters clustered within the cow, more complex correlation structures are possibly required, and if so, such more complex correlation structures give more insight in the infection process. In this article, we will choose a marginal approach to study more complex correlation structures, therefore leaving the modeling of marginal distributions unaffected by the association parameters. The dependency of failure times will be induced through copula functions. The methods are shown for (mixtures of) the Clayton copula, but can be generalized to mixtures of Archimedean copulas for which the nesting conditions are met (McNeil in J Stat Comput Simul 6:567–581, 2008; Hofert in Comput Stat Data Anal 55:57–70, 2011).
URI: http://hdl.handle.net/1942/25904
DOI: 10.1007/s10985-017-9411-6
ISSN: 1380-7870
Category: A1
Type: Journal Contribution
Appears in Collections: Research publications

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