Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Extending the Archimedean copula methodology to model multivariate
  survival data grouped in clusters of variable size   For the analysis of clustered survival data, two different types of models
that take the association into account, are commonly used: frailty models and
copula models. Frailty models assume that conditional on a frailty term for
each cluster, the hazard functions of individuals within that cluster are
independent. These unknown frailty terms with their imposed distribution are
used to express the association between the different individuals in a cluster.
Copula models on the other hand assume that the joint survival function of the
individuals within a cluster is given by a copula function, evaluated in the
marginal survival function of each individual. It is the copula function which
describes the association between the lifetimes within a cluster. A major
disadvantage of the present copula models over the frailty models is that the
size of the different clusters must be small and equal in order to set up
manageable estimation procedures for the different model parameters. We
describe in this manuscript a copula model for clustered survival data where
the clusters are allowed to be moderate to large and varying in size by
considering the class of Archimedean copulas with completely monotone
generator. We develop both one- and two-stage estimators for the different
copula parameters. Furthermore we show the consistency and asymptotic normality
of these estimators. Finally, we perform a simulation study to investigate the
finite sample properties of the estimators. We illustrate the method on a data
set containing the time to first insemination in cows, with cows clustered in
herds.

29
The categories of this paper are: funct-an
5
The categories of this paper are: gr-qc
8
The categories of this paper are: hep-ex
37
The categories of this paper are: supr-con
6
The categories of this paper are: astro-ph
21
The categories of this paper are: adap-org
18
The categories of this paper are: econ
2
The categories of this paper are: math
26
The categories of this paper are: bayes-an
19
The categories of this paper are: eess
35
The categories of this paper are: mtrl-th
14
The categories of this paper are: math-ph
24
The categories of this paper are: dg-ga
32
The categories of this paper are: atom-ph
25
The categories of this paper are: patt-sol
36
The categories of this paper are: cmp-lg