Two-stage estimation in copula models used in family studies

Elisabeth Wreford Andersen1

  • 1The Danish Epidemiology Science Centre, Statens Serum Institut, Copenhagen S. ewan@lundbeck.com

Lifetime Data Analysis
|September 1, 2005
PubMed
Summary

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.

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