Stage-wise semiparametric analysis of multivariate event times under informative censoring via vine copula
The analysis of times to multiple nonterminal events arises in many lifetime data settings, where the nonterminal event times are subject to informative censoring by a terminal event, posing substantial challenges. We propose a likelihood-based regression framework that models dependence among multiple nonterminal and terminal event times using a vine copula. This framework allows pairwise associations between nonterminal and terminal events, as well as among nonterminal events, to vary across event types, while enabling valid regression inference for the marginal distributions of individual event times. To facilitate computation, we develop a stage-wise pseudo-likelihood estimation procedure and establish its large-sample properties. We demonstrate satisfactory finite-sample performance of the proposed estimators and associated variance estimators through simulation studies. We also illustrate the proposed methodology using data from a crowdfunding platform to examine the relationship between different types of creator-backer interactions and a creator's lifetime on the platform.