Petti, Danilo and Niglio, Marcella and Restaino, Marialuisa (2023) Variable Ranking In Bivariate Copula Survival Models. In: CLADAG 2023 (CLAssification and Data Analysis Group (CLADAG) of the Italian Statistical Society (SIS)), 2023-09-11 - 2023-09-13, University of Salerno. (Unpublished)
Petti, Danilo and Niglio, Marcella and Restaino, Marialuisa (2023) Variable Ranking In Bivariate Copula Survival Models. In: CLADAG 2023 (CLAssification and Data Analysis Group (CLADAG) of the Italian Statistical Society (SIS)), 2023-09-11 - 2023-09-13, University of Salerno. (Unpublished)
Petti, Danilo and Niglio, Marcella and Restaino, Marialuisa (2023) Variable Ranking In Bivariate Copula Survival Models. In: CLADAG 2023 (CLAssification and Data Analysis Group (CLADAG) of the Italian Statistical Society (SIS)), 2023-09-11 - 2023-09-13, University of Salerno. (Unpublished)
Abstract
We propose a variable ranking procedure based on copula bivariate time- to-event margins under a general censoring scheme. The procedure identifies the im- portant variables influencing the two time-to-events in a high dimensional setting in- troducing a proper metric able to take into account the probabilistic copula structure. The proposal is the first attempt to apply a variable selection method to a copula bi- variate time-to-event domain. The advantages of the proposed approach are illustrated in a case study based on AREDS dataset.
Item Type: | Conference or Workshop Item (Paper) |
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Additional Information: | Published proceedings: _not provided_ |
Divisions: | Faculty of Science and Health Faculty of Science and Health > Mathematics, Statistics and Actuarial Science, School of |
SWORD Depositor: | Unnamed user with email elements@essex.ac.uk |
Depositing User: | Unnamed user with email elements@essex.ac.uk |
Date Deposited: | 29 Jan 2024 11:47 |
Last Modified: | 29 Jan 2024 11:47 |
URI: | http://repository.essex.ac.uk/id/eprint/36703 |
Available files
Filename: CP-4211-11434-3-RV-2.pdf