ProgVine: Progressive Regularized Vine Copula for Masked Competing Risks
Implements Progressive Regularized Vine Copula (Prog-Vine) frameworks
for high-dimensional dependent competing risks with masked failure causes under
Progressive Type-II Censoring. Fits Weibull marginals, estimates pair-copula
trees using Expectation-Maximization (EM) algorithms, computes Louis observed
information confidence intervals, and implements Data Augmentation Gibbs Samplers
for Bayesian credible intervals.
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