Copula Based Flexible Modeling of Associations between Clustered Event Times
21 Pages Posted: 4 Sep 2015
Date Written: 2015
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-tomastitis is used to demonstrate the developed methodology.
Keywords: clustered data, copulas, model selection, multivariate data, right-censoring, survival data.
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