Copula based flexible modeling of associations between clustered event times

Candida Geerdens (), Gerda Claeskens () and Paul Janssen ()
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Candida Geerdens: Universiteit Hasselt
Gerda Claeskens: KU Leuven
Paul Janssen: Universiteit Hasselt

Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, 2016, vol. 22, issue 3, No 3, 363-381

Abstract: 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.

Keywords: Clustered data; Copulas; Model selection; Multivariate data; Right-censoring; Survival data (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1007/s10985-015-9336-x

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