Statistical Science


Dr Giampiero Marra's work on estimation of survival copula models published in JASA

17 May 2019

Dr Giampiero Marra's work on copula survival models has appeared in the Journal of the American Statistical Society (Theory). The article, co-authored with Dr Rosalba Radice from Cass Business School, is titled "Copula Link-Based Additive Models for Right-Censored Event Time Data” and proposes a novel approach to estimate and make inference on the parameters of flexible copula link-based survival models. The modelling framework is based on a theoretically founded and carefully structured efficient and stable penalized likelihood algorithm. The relevant numerical computations can be easily carried out using the freely available GJRM R package.