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]

@article{BarthelGKJC18,
  title = {Vine copula based likelihood estimation of dependence patterns in multivariate event time data},
  author = {Nicole Barthel and Candida Geerdens and Matthias Killiches and Paul Janssen and Claudia Czado},
  year = {2018},
  doi = {10.1016/j.csda.2017.07.010},
  url = {https://doi.org/10.1016/j.csda.2017.07.010},
  researchr = {https://researchr.org/publication/BarthelGKJC18},
  cites = {0},
  citedby = {0},
  journal = {Computational Statistics & Data Analysis},
  volume = {117},
  pages = {109-127},
}