Many applications in health research involve the analysis of multivariate distributions of random variables. In this paper, we review the basic theory of copulas to illustrate their advantages in deriving a joint distribution from given marginal distributions, with a specific focus on bivariate cases. Particular attention is given to the Archimedean family of copulas, which includes widely used functions such as Clayton and Gumbel–Hougaard, characterized by a single association parameter and a relatively simple structure. This work differs from previous reviews by providing a focused overview of applied studies in biomedical research that have employed Archimedean copulas, due to their flexibility in modeling a wide range of dependence structures. Their ease of use and ability to accommodate rotated forms make them suitable for various biomedical applications, including those involving survival data. We briefly present the most commonly used methods for estimation and model selection of copula’s functions, with the purpose of introducing these tools within the broader framework. Several recent examples in the health literature, and an original example of a pediatric study, demonstrate the applicability of Archimedean copulas and suggest that this approach, although still not widely adopted, can be useful in many biomedical research settings.

Risca, G., Galimberti, S., Rebora, P., Cattoni, A., Valsecchi, M., Capitoli, G. (2025). Archimedean Copulas: A Useful Approach in Biomedical Data—A Review with an Application in Pediatrics. STATS, 8(3) [10.3390/stats8030069].

Archimedean Copulas: A Useful Approach in Biomedical Data—A Review with an Application in Pediatrics

Risca, G;Galimberti, S;Rebora, P;Cattoni, A;Valsecchi, MG;Capitoli, G
2025

Abstract

Many applications in health research involve the analysis of multivariate distributions of random variables. In this paper, we review the basic theory of copulas to illustrate their advantages in deriving a joint distribution from given marginal distributions, with a specific focus on bivariate cases. Particular attention is given to the Archimedean family of copulas, which includes widely used functions such as Clayton and Gumbel–Hougaard, characterized by a single association parameter and a relatively simple structure. This work differs from previous reviews by providing a focused overview of applied studies in biomedical research that have employed Archimedean copulas, due to their flexibility in modeling a wide range of dependence structures. Their ease of use and ability to accommodate rotated forms make them suitable for various biomedical applications, including those involving survival data. We briefly present the most commonly used methods for estimation and model selection of copula’s functions, with the purpose of introducing these tools within the broader framework. Several recent examples in the health literature, and an original example of a pediatric study, demonstrate the applicability of Archimedean copulas and suggest that this approach, although still not widely adopted, can be useful in many biomedical research settings.
Articolo in rivista - Articolo scientifico
Archimedean family; clinical research; copula model; dependence structure; joint distribution; surrogate endpoint;
English
1-ago-2025
2025
8
3
69
open
Risca, G., Galimberti, S., Rebora, P., Cattoni, A., Valsecchi, M., Capitoli, G. (2025). Archimedean Copulas: A Useful Approach in Biomedical Data—A Review with an Application in Pediatrics. STATS, 8(3) [10.3390/stats8030069].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/568266
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