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A Gaussian Copula Model for Multivariate Survival Data
We consider a Gaussian copula model for multivariate survival times. Estimation of the copula association parameter is easily implemented with existing software using a two-stage estimation procedure. Using the Gaussian copula, we are able to test whether the association parameter is equal to zero....
Gorde:
| Egile Nagusiak: | , |
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| Formatua: | Artigo |
| Hizkuntza: | Inglês |
| Argitaratua: |
2010
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| Gaiak: | |
| Sarrera elektronikoa: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3232005/ https://ncbi.nlm.nih.gov/pubmed/22162742 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s12561-010-9026-x |
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