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Copula based flexible modeling of associations between clustered event times

Author

Listed:
  • Candida Geerdens

    (Universiteit Hasselt)

  • Gerda Claeskens

    (KU Leuven)

  • Paul Janssen

    (Universiteit Hasselt)

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-to-mastitis is used to demonstrate the developed methodology.

Suggested Citation

  • Candida Geerdens & Gerda Claeskens & Paul Janssen, 2016. "Copula based flexible modeling of associations between clustered event times," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 22(3), pages 363-381, July.
    • Handle: RePEc:spr:lifeda:v:22:y:2016:i:3:d:10.1007_s10985-015-9336-x
    DOI: 10.1007/s10985-015-9336-x
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    References listed on IDEAS

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    Cited by:

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