Investigating the correlation structure of quadrivariate udder infection times through hierarchical Archimedean copulas
| Autor: | Luc Duchateau, Leen Prenen, Roel Braekers |
|---|---|
| Přispěvatelé: | PRENEN, Leen, BRAEKERS, Roel, DUCHATEAU, Luc |
| Rok vydání: | 2016 |
| Předmět: |
Multivariate statistics
Time Factors 040301 veterinary sciences Copula (linguistics) quadrivariate event times Archimedean copula mastitis correlation structures 01 natural sciences 0403 veterinary science Correlation Combinatorics 010104 statistics & probability Mammary Glands Animal medicine Animals Cluster Analysis Humans 0101 mathematics Udder Mastitis Bovine Mathematics Likelihood Functions Applied Mathematics Estimator 04 agricultural and veterinary sciences General Medicine medicine.anatomical_structure Clayton copula Pairwise comparison Cattle Female Marginal distribution |
| Zdroj: | Lifetime data analysis. 24(4) |
| ISSN: | 1572-9249 |
| Popis: | The correlation structure imposed on multivariate time to event data is often of a simple nature, such as in the shared frailty model where pairwise correlations between event times in a cluster are all the same. In modeling the infection times of the four udder quarters clustered within the cow, more complex correlation structures are possibly required, and if so, such more complex correlation structures give more insight in the infection process. In this article, we will choose a marginal approach to study more complex correlation structures, therefore leaving the modeling of marginal distributions unaffected by the association parameters. The dependency of failure times will be induced through copula functions. The methods are shown for (mixtures of) the Clayton copula, but can be generalized to mixtures of Archimedean copulas for which the nesting conditions are met (McNeil in J Stat Comput Simul 6:567–581, 2008; Hofert in Comput Stat Data Anal 55:57–70, 2011). The authors would like to gratefully acknowledge the financial support from the Interuniversity Attraction Poles Programme (IAP-network P7/06) of the Belgian Science Policy Office. For the simulations we used the infrastructure of the VSC-Flemish Supercomputer Center, funded by the Hercules Foundation and the Flemish Government-Department Economy, Science and Innovation. |
| Databáze: | OpenAIRE |
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