Two-stage estimation in copula models used in family studies

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Two-stage estimation in copula models used in family studies. / Andersen, Elisabeth Anne Wreford.

In: Lifetime Data Analysis, Vol. 11, No. 3, 01.09.2005, p. 333-50.

Research output: Contribution to journal › Journal article › Research › peer-review

Harvard

Andersen, EAW 2005, 'Two-stage estimation in copula models used in family studies', Lifetime Data Analysis, vol. 11, no. 3, pp. 333-50. https://doi.org/10.1007/s10985-005-2966-7

APA

Andersen, E. A. W. (2005). Two-stage estimation in copula models used in family studies. Lifetime Data Analysis, 11(3), 333-50. https://doi.org/10.1007/s10985-005-2966-7

Vancouver

Andersen EAW. Two-stage estimation in copula models used in family studies. Lifetime Data Analysis. 2005 Sep 1;11(3):333-50. https://doi.org/10.1007/s10985-005-2966-7

Author

Andersen, Elisabeth Anne Wreford. / Two-stage estimation in copula models used in family studies. In: Lifetime Data Analysis. 2005 ; Vol. 11, No. 3. pp. 333-50.

Bibtex

@article{9b43b46699774a3aacc1d40aeb73b712,
title = "Two-stage estimation in copula models used in family studies",
abstract = "In this paper register based family studies provide the motivation for studying a two-stage estimation procedure in copula models for multivariate failure time data. The asymptotic properties of the estimators in both parametric and semi-parametric models are derived, generalising the approach by Shih and Louis (Biometrics vol. 51, pp. 1384-1399, 1995b) and Glidden (Lifetime Data Analysis vol. 6, pp. 141-156, 2000). Because register based family studies often involve very large cohorts a method for analysing a sampled cohort is also derived together with the asymptotic properties of the estimators. The proposed methods are studied in simulations and the estimators are found to be highly efficient. Finally, the methods are applied to a study of mortality in twins.",
keywords = "Cohort Studies, Data Interpretation, Statistical, Family, Models, Statistical",
author = "Andersen, {Elisabeth Anne Wreford}",
year = "2005",
month = sep,
day = "1",
doi = "10.1007/s10985-005-2966-7",
language = "English",
volume = "11",
pages = "333--50",
journal = "Lifetime Data Analysis",
issn = "1380-7870",
publisher = "Springer",
number = "3",

}

RIS

TY - JOUR

T1 - Two-stage estimation in copula models used in family studies

AU - Andersen, Elisabeth Anne Wreford

PY - 2005/9/1

Y1 - 2005/9/1

N2 - In this paper register based family studies provide the motivation for studying a two-stage estimation procedure in copula models for multivariate failure time data. The asymptotic properties of the estimators in both parametric and semi-parametric models are derived, generalising the approach by Shih and Louis (Biometrics vol. 51, pp. 1384-1399, 1995b) and Glidden (Lifetime Data Analysis vol. 6, pp. 141-156, 2000). Because register based family studies often involve very large cohorts a method for analysing a sampled cohort is also derived together with the asymptotic properties of the estimators. The proposed methods are studied in simulations and the estimators are found to be highly efficient. Finally, the methods are applied to a study of mortality in twins.

AB - In this paper register based family studies provide the motivation for studying a two-stage estimation procedure in copula models for multivariate failure time data. The asymptotic properties of the estimators in both parametric and semi-parametric models are derived, generalising the approach by Shih and Louis (Biometrics vol. 51, pp. 1384-1399, 1995b) and Glidden (Lifetime Data Analysis vol. 6, pp. 141-156, 2000). Because register based family studies often involve very large cohorts a method for analysing a sampled cohort is also derived together with the asymptotic properties of the estimators. The proposed methods are studied in simulations and the estimators are found to be highly efficient. Finally, the methods are applied to a study of mortality in twins.

KW - Cohort Studies

KW - Data Interpretation, Statistical

KW - Family

KW - Models, Statistical

U2 - 10.1007/s10985-005-2966-7

DO - 10.1007/s10985-005-2966-7

M3 - Journal article

C2 - 16133883

VL - 11

SP - 333

EP - 350

JO - Lifetime Data Analysis

JF - Lifetime Data Analysis

SN - 1380-7870

IS - 3

ER -

ID: 32106432