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Two-stage estimation in copula models used in family studies
1The Danish Epidemiology Science Centre, Statens Serum Institut, Copenhagen S. ewan@lundbeck.com
This study introduces a two-stage estimation method for copula models in multivariate failure time data, inspired by family studies. The developed estimators are highly efficient and applicable to large datasets, including twin mortality studies.
Area of Science:
- Biostatistics
- Survival Analysis
- Statistical Modeling
Background:
- Register-based family studies often involve large cohorts, necessitating efficient statistical methods.
- Copula models are crucial for analyzing multivariate failure time data with dependencies.
Purpose of the Study:
- To develop and analyze a two-stage estimation procedure for copula models in multivariate failure time data.
- To generalize existing estimation approaches for parametric and semi-parametric models.
- To derive methods for analyzing sampled cohorts from large family studies.
Main Methods:
- Two-stage estimation procedure for copula models.
- Derivation of asymptotic properties for parametric and semi-parametric estimators.
- Development of methods for analyzing sampled cohorts.
- Simulation studies to assess estimator efficiency.
Main Results:
- The proposed two-stage estimation procedure demonstrates high efficiency.
- Asymptotic properties of estimators are derived, generalizing previous work.
- A method for analyzing sampled cohorts from large studies is successfully developed.
Conclusions:
- The developed methods provide efficient estimation for copula models in multivariate failure time data.
- The techniques are suitable for large-scale register-based family studies and sampled cohorts.
- The methods were effectively applied to a twin mortality study.
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