Estimation of the association parameters in hierarchically clustered survival data by nested Archimedean copula functions
Author
Abstract
Suggested Citation
DOI: 10.1007/s00180-021-01094-3
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Hofert, Marius & Pham, David, 2013. "Densities of nested Archimedean copulas," Journal of Multivariate Analysis, Elsevier, vol. 118(C), pages 37-52.
- Renjun Ma, 2003. "Random effects Cox models: A Poisson modelling approach," Biometrika, Biometrika Trust, vol. 90(1), pages 157-169, March.
- Hofert, Marius, 2011. "Efficiently sampling nested Archimedean copulas," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 57-70, January.
- Leen Prenen & Roel Braekers & Luc Duchateau, 2017. "Extending the Archimedean copula methodology to model multivariate survival data grouped in clusters of variable size," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(2), pages 483-505, March.
- Joe, H., 1993. "Parametric Families of Multivariate Distributions with Given Margins," Journal of Multivariate Analysis, Elsevier, vol. 46(2), pages 262-282, August.
- Li, Yi & Lin, Xihong, 2006. "Semiparametric Normal Transformation Models for Spatially Correlated Survival Data," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 591-603, June.
- Joanna H. Shih & Shou-En Lu, 2007. "Analysis of Failure Time Data with Multilevel Clustering, with Application to the Child Vitamin A Intervention Trial in Nepal," Biometrics, The International Biometric Society, vol. 63(3), pages 673-680, September.
- Yi Li & Ross L. Prentice & Xihong Lin, 2008. "Semiparametric maximum likelihood estimation in normal transformation models for bivariate survival data," Biometrika, Biometrika Trust, vol. 95(4), pages 947-960.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Shih, Joanna H. & Lu, Shou-En, 2009. "Semiparametric estimation of a nested random effects model for the analysis of multi-level clustered failure time data," Computational Statistics & Data Analysis, Elsevier, vol. 53(11), pages 3864-3871, September.
- Grothe, Oliver & Hofert, Marius, 2015. "Construction and sampling of Archimedean and nested Archimedean Lévy copulas," Journal of Multivariate Analysis, Elsevier, vol. 138(C), pages 182-198.
- Bedoui, Rihab & Braiek, Sana & Guesmi, Khaled & Chevallier, Julien, 2019. "On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model," Energy Economics, Elsevier, vol. 80(C), pages 876-889.
- Nabil Kazi-Tani & Didier Rullière, 2019. "On a construction of multivariate distributions given some multidimensional marginals," Post-Print hal-01575169, HAL.
- Nathan Uyttendaele, 2018. "On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison," Computational Statistics, Springer, vol. 33(2), pages 1047-1070, June.
- Mai Jan-Frederik, 2019. "Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case," Dependence Modeling, De Gruyter, vol. 7(1), pages 202-214, January.
- Steven Abrams & Paul Janssen & Jan Swanepoel & Noël Veraverbeke, 2020. "Nonparametric estimation of the cross ratio function," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(3), pages 771-801, June.
- Joanna H. Shih & Shou-En Lu, 2007. "Analysis of Failure Time Data with Multilevel Clustering, with Application to the Child Vitamin A Intervention Trial in Nepal," Biometrics, The International Biometric Society, vol. 63(3), pages 673-680, September.
- Di Bernardino Elena & Rullière Didier, 2013.
"On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators,"
Dependence Modeling, De Gruyter, vol. 1(2013), pages 1-36, October.
- Elena Di Bernardino & Didier Rullière, 2013. "On certain transformation of Archimedean copulas: Application to the non-parametric estimation of their generators," Post-Print hal-00834000, HAL.
- Vettori, Sabrina & Huser, Raphael & Segers, Johan & Genton, Marc, 2017. "Bayesian Clustering and Dimension Reduction in Multivariate Extremes," LIDAM Discussion Papers ISBA 2017017, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Leen Prenen & Roel Braekers & Luc Duchateau, 2018. "Investigating the correlation structure of quadrivariate udder infection times through hierarchical Archimedean copulas," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 24(4), pages 719-742, October.
- Mirza Nazmul Hasan & Roel Braekers, 2022. "Modelling the association in bivariate survival data by using a Bernstein copula," Computational Statistics, Springer, vol. 37(2), pages 781-815, April.
- Huazhen Lin & Ling Zhou & Chunhong Li & Yi Li, 2014. "Semiparametric transformation models for semicompeting survival data," Biometrics, The International Biometric Society, vol. 70(3), pages 599-607, September.
- Paik, Jane & Ying, Zhiliang, 2012. "A composite likelihood approach for spatially correlated survival data," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 209-216, January.
- Li, Feng & Kang, Yanfei, 2018. "Improving forecasting performance using covariate-dependent copula models," International Journal of Forecasting, Elsevier, vol. 34(3), pages 456-476.
- Zhang, Dalu, 2014. "Vine copulas and applications to the European Union sovereign debt analysis," International Review of Financial Analysis, Elsevier, vol. 36(C), pages 46-56.
- Jörg Schwiebert, 2016. "Multinomial choice models based on Archimedean copulas," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 100(3), pages 333-354, July.
- Y. Malevergne & D. Sornette, 2003.
"Testing the Gaussian copula hypothesis for financial assets dependences,"
Quantitative Finance, Taylor & Francis Journals, vol. 3(4), pages 231-250.
- Y. Malevergne & D. Sornette, 2001. "Testing the Gaussian Copula Hypothesis for Financial Assets Dependences," Finance 0111003, University Library of Munich, Germany.
- Yannick Malevergne & Didier Sornette, 2003. "Testing the Gaussian copula hypothesis for financial assets dependence," Post-Print hal-02312888, HAL.
- Yannick Malevergne & Didier Sornette, 2003. "Testing the Gaussian copula hypothesis for financial assets dependences," Post-Print hal-00520539, HAL.
- Y. Malevergne & D. Sornette, 2001. "Testing the Gaussian Copula Hypothesis for Financial Assets Dependences," Papers cond-mat/0111310, arXiv.org.
- Ozonder, Gozde & Miller, Eric J., 2021. "Longitudinal investigation of skeletal activity episode timing decisions – A copula approach," Journal of choice modelling, Elsevier, vol. 40(C).
- Dassios, Angelos & Qu, Yan & Zhao, Hongbiao, 2018. "Exact simulation for a class of tempered stable," LSE Research Online Documents on Economics 86981, London School of Economics and Political Science, LSE Library.
More about this item
Keywords
Hierarchical survival data; Nested Archimedean copulas; Frailty models; Varying cluster size; One-stage estimation; Two-stage estimation;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:compst:v:36:y:2021:i:4:d:10.1007_s00180-021-01094-3. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.