So-called pair copula constructions (PCCs), specifying multivariate distributions only in terms of bivariate building blocks (pair copulas), constitute a flexible class of dependence models. To keep them tractable for inference and model selection, the simplifying assumption, that copulas of...

Joint modeling of multiple health related random variables is essential to develop an understanding for the public health consequences of an aging population. This is particularly true for patients suffering from multiple chronic diseases. The contribution is to introduce a novel model for...