Vine copula based likelihood estimation of dependence patterns in multivariate event time data

Nicole Barthel, Candida Geerdens, Matthias Killiches, Paul Janssen, Claudia Czado. Vine copula based likelihood estimation of dependence patterns in multivariate event time data. Computational Statistics & Data Analysis, 117:109-127, 2018. [doi]

Abstract

Abstract is missing.