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Modelling the association in bivariate survival data by using a Bernstein copula

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  • Mirza Nazmul Hasan

    (Universiteit Hasselt
    Shahjalal University of Science and Technology)

  • Roel Braekers

    (Universiteit Hasselt)

Abstract

Bivariate or multivariate survival data arise when a sample consists of clusters of two or more subjects which are correlated. This paper considers clustered bivariate survival data which is possibly censored. Two approaches are commonly used in modelling such type of correlated data: random effect models and marginal models. A random effect model includes a frailty model and assumes that subjects are independent within a cluster conditionally on a common non-negative random variable, the so-called frailty. In contrast, the marginal approach models the marginal distribution directly and then imposes a dependency structure through copula functions. In this manuscript, Bernstein copulas are used to account for the correlation in modelling bivariate survival data. A two-stage parametric estimation method is developed to estimate in the first stage the parameters in the marginal models and in the second stage the coefficients of the Bernstein polynomials in the association. Hereby we use a penalty parameter to make the fit desirably smooth. In this aspect linear constraints are introduced to ensure uniform univariate margins and we use quadratic programming to fit the model. We perform a Simulation study and illustrate the method on a real data set.

Suggested Citation

  • 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.
    • Handle: RePEc:spr:compst:v:37:y:2022:i:2:d:10.1007_s00180-021-01154-8
    DOI: 10.1007/s00180-021-01154-8
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    References listed on IDEAS

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