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Extending the Archimedean copula methodology to model multivariate survival data grouped in clusters of variable size

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  • Leen Prenen
  • Roel Braekers
  • Luc Duchateau

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  • 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.
    • Handle: RePEc:bla:jorssb:v:79:y:2017:i:2:p:483-505
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    File URL: http://hdl.handle.net/10.1111/rssb.12174
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    References listed on IDEAS

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    1. Luc Duchateau & Paul Janssen, 2004. "Penalized Partial Likelihood for Frailties and Smoothing Splines in Time to First Insemination Models for Dairy Cows," Biometrics, The International Biometric Society, vol. 60(3), pages 608-614, September.
    2. Klara Goethals & Paul Janssen & Luc Duchateau, 2008. "Frailty models and copulas: similarities and differences," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(9), pages 1071-1079.
    3. Joe, Harry, 2005. "Asymptotic efficiency of the two-stage estimation method for copula-based models," Journal of Multivariate Analysis, Elsevier, vol. 94(2), pages 401-419, June.
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    Cited by:

    1. Mirza Nazmul Hasan & Roel Braekers, 2021. "Estimation of the association parameters in hierarchically clustered survival data by nested Archimedean copula functions," Computational Statistics, Springer, vol. 36(4), pages 2755-2787, December.
    2. 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.
    3. 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.
    4. Jose S. Romeo & Renate Meyer & Diego I. Gallardo, 2018. "Bayesian bivariate survival analysis using the power variance function copula," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 24(2), pages 355-383, April.

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