Predicting times to event based on vine copula models
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DOI: 10.1016/j.csda.2022.107546
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- Chang, Bo & Joe, Harry, 2019. "Prediction based on conditional distributions of vine copulas," Computational Statistics & Data Analysis, Elsevier, vol. 139(C), pages 45-63.
- Barthel, Nicole & Geerdens, Candida & Killiches, Matthias & Janssen, Paul & Czado, Claudia, 2018. "Vine copula based likelihood estimation of dependence patterns in multivariate event time data," Computational Statistics & Data Analysis, Elsevier, vol. 117(C), pages 109-127.
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Keywords
Survival analysis; Time-to-event analysis; Conditional quantiles; Vine copula; Copula regression; Prediction interval;All these keywords.
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