Physical Sciences and Mathematics Commons^™

Asymmetric Multivariate Archimedean Copula Models And Semi-Competing Risks Data Analysis, Ziyan Guo

Dissertations

Many multivariate models have been proposed and developed to model high dimensional data when the dimension of a data set is greater than 2 (d ≥ 3). The existing multivariate models often force the “exchangeable” structure for part or the whole model, are not very flexible which tends to be of limited use in practice. There is a demand for developing and studying multivariate models with any pre-specified bivariate margins.

Suppose there exists such a class of flexible models with any pre-specified bivariate margins. Given a multivariate data, what is the distribution function and how to easily estimate the parameters …