On improving the accuracy of prediction in Cox models for failure times using copulas
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Key Points
The new algorithm significantly improves prediction accuracy for failure times using copulas.
Simulation studies showed enhanced performance of the copula-based Cox models compared to traditional methods.
The approach successfully models complex dependencies between multiple time-to-event variables using vine copulas.
Application of the method to real medical data effectively predicted mortality timing.
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Implication
Simulation studies demonstrate improved prediction accuracy of failure times with copula extensions in cox models, highlighting non-linear relationships.