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Abstract:
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In many event time studies, the event of interest is recurrent. Here, the data for each sample unit corresponds to a series of gap times between subsequent events. Given a limited follow-up period, the last gap time might be right-censored. In contrast to classical analysis, gap times and censoring times cannot be assumed independent, but dependent censoring is induced. Also, the recurrences typically vary between sample units leading to unbalanced data. To model dependencies between gap times, so far only parametric margins combined with the restrictive class of Archimedean copulas have been considered. Here, taking the specific data features into account, we allow for nonparametric margins and consider the flexible class of D-vine copulas. A global and sequential (one- and two-stage) likelihood approach are suggested. We discuss the computational efficiency of each estimation strategy. Extensive simulations show good finite sample performance of the proposed methodology. It is used to analyze the association in recurrent asthma attacks in children. The analysis reveals that a D-vine copula detects relevant insights, on how dependence changes in strength and type over time.
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