title: Copula based flexible modeling of associations between clustered event times.
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.
authors.affiliation: Center for Statistics, I-BioStat, Universiteit Hasselt, Agoralaan 1, 3590, Diepenbeek, Belgium.
authors.forename: Candida
authors.initials: C
authors.lastname: Geerdens
authors.affiliation: ORSTAT and Leuven Statistics Research Center, KU Leuven, Naamsestraat 69, 3000, Leuven, Belgium. Gerda.Claeskens@kuleuven.be.
authors.forename: Gerda
authors.initials: G
authors.lastname: Claeskens
authors.affiliation: Center for Statistics, I-BioStat, Universiteit Hasselt, Agoralaan 1, 3590, Diepenbeek, Belgium.
authors.forename: Paul
authors.initials: P
authors.lastname: Janssen
mesh_terms: D005260:Female; D006801:Humans; D016013:Likelihood Functions; D008413:Mastitis / Q000453:epidemiology; D015233:Models, Statistical
keywords: Clustered data; Copulas; Model selection; Multivariate data; Right-censoring; Survival data