Investigating the correlation structure of quadrivariate udder infection times through hierarchical Archimedean copulas

Leen Prenen (), Roel Braekers and Luc Duchateau
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Leen Prenen: Universiteit Hasselt
Roel Braekers: Universiteit Hasselt
Luc Duchateau: Universiteit Gent

Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, 2018, vol. 24, issue 4, No 13, 719-742

Abstract: 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).

Keywords: Quadrivariate event times; Archimedean copula; Mastitis; Correlation structures (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1007/s10985-017-9411-6

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