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In this paper we introduce a mixture cure model with a linear hazard rate regression model for the event times. Cure models are statistical models for event times that take into account that a fraction of the population might never…

Statistics Theory · Mathematics 2020-11-26 Emil Aas Stoltenberg

In reliability theory and survival analysis, observed data are often weakly dependent and subject to additive measurement errors. Such contamination arises when the underlying data are neither independent nor strongly mixed but instead…

Statistics Theory · Mathematics 2025-03-20 Benjrada Mohammed Essalih

The martingale posterior framework is a generalization of Bayesian inference where one elicits a sequence of one-step ahead predictive densities instead of the likelihood and prior. Posterior sampling then involves the imputation of unseen…

Statistics Theory · Mathematics 2026-03-02 Edwin Fong , Andrew Yiu

We introduce a nonparametric way to estimate the global probability density function for a random persistence diagram. Precisely, a kernel density function centered at a given persistence diagram and a given bandwidth is constructed. Our…

Statistics Theory · Mathematics 2018-03-14 Joshua Lee Mike , Vasileios Maroulas

Bayesian inference and the use of posterior or posterior predictive probabilities for decision making have become increasingly popular in clinical trials. The current practice in Bayesian clinical trials relies on a hybrid…

Methodology · Statistics 2024-04-30 Shirin Golchi , James Willard

We study objective Bayesian inference for linear regression models with residual errors distributed according to the class of two-piece scale mixtures of normal distributions. These models allow for capturing departures from the usual…

Applications · Statistics 2016-05-09 F. J. Rubio , K. Yu

We investigate the asymptotic behavior of posterior distributions of regression coefficients in high-dimensional linear models as the number of dimensions grows with the number of observations. We show that the posterior distribution…

Methodology · Statistics 2018-03-06 Artin Armagan , David B. Dunson , Jaeyong Lee , Waheed U. Bajwa , Nate Strawn

We study the multiplicative hazards model with intermittently observed longitudinal covariates and time-varying coefficients. For such models, the existing ad hoc approach, such as the last value carried forward, is biased. We propose a…

Methodology · Statistics 2025-03-13 Zhuowei Sun , Hongyuan Cao

In this paper, we adopt a nonparametric Bayesian approach and investigate the asymptotic behavior of the posterior distribution in continuous time and general state space semi-Markov processes. In particular, we obtain posterior…

Statistics Theory · Mathematics 2019-06-14 V Barbu , Ghislaine Gayraud , N. Limnios , I. Votsi

Frequentists' inference often delivers point estimators associated with confidence intervals or sets for parameters of interest. Constructing the confidence intervals or sets requires understanding the sampling distributions of the point…

Statistics Theory · Mathematics 2016-10-18 Xinran Li , Peng Ding

A Bayesian non-parametric framework for studying time-to-event data is proposed, where the prior distribution is allowed to depend on an additional random source, and may update with the sample size. Such scenarios are natural, for…

Methodology · Statistics 2025-05-06 Martin Bladt , Jorge González Cázares

We consider a non-parametric Bayesian model for conditional densities. The model is a finite mixture of normal distributions with covariate dependent multinomial logit mixing probabilities. A prior for the number of mixture components is…

Statistics Theory · Mathematics 2016-01-21 Andriy Norets , Debdeep Pati

In this paper, we introduce a general theoretical framework for nonparametric hazard rate estimation using associated kernels, whose shapes depend on the point of estimation. Within this framework, we establish rigorous asymptotic results,…

Statistics Theory · Mathematics 2025-10-07 Luce Breuil , Sarah Kaakaï

Competing risks occur in survival analysis when multiple causes of death are present. They play a prominent role in several domains extending beyond biostatistics to encompass epidemiology, actuarial sciences, and reliability theory. This…

Methodology · Statistics 2026-04-30 Claudio Del Sole , Antonio Lijoi , Igor Prünster

Motivated by the need to analyze continuously updated data sets in the context of time-to-event modeling, we propose a novel nonparametric approach to estimate the conditional hazard function given a set of continuous and discrete…

Methodology · Statistics 2025-07-03 Daphné Aurouet , Valentin Patilea

We study large sample properties of Bayesian analysis of the proportional hazard model with neutral to the right process priors on the baseline hazard function. We show that the posterior distribution of the baseline cumulative hazard…

Statistics Theory · Mathematics 2007-06-13 Yongdai Kim

A class of estimating functions is introduced for the regression parameter of the Cox proportional hazards model to allow unknown failure statuses on some study subjects. The consistency and asymptotic normality of the resulting estimators…

Statistics Theory · Mathematics 2007-08-22 Irene Gijbels , Danyu Lin , Zhiliang Ying

We introduce a semi-parametric Bayesian model for survival analysis. The model is centred on a parametric baseline hazard, and uses a Gaussian process to model variations away from it nonparametrically, as well as dependence on covariates.…

Machine Learning · Statistics 2016-11-04 Tamara Fernández , Nicolás Rivera , Yee Whye Teh

Consider a nonparametric regression model with one-sided errors and regression function in a general H\"older class. We estimate the regression function via minimization of the local integral of a polynomial approximation. We show uniform…

Methodology · Statistics 2016-10-12 Holger Drees , Natalie Neumeyer , Leonie Selk

In biomedical settings, multitype recurrent events such as stroke and heart failure occur frequently, often concluding with a terminal event such as death. Understanding the links between these recurring and terminal events is fundamental…

Methodology · Statistics 2025-09-15 Mithun Kumar Acharjee , AKM Fazlur Rahman