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An important research topic in survival analysis is related to the modeling and estimation of the cure rate, i.e. the proportion of subjects that will never experience the event of interest. However, most estimation methods proposed so far…

Methodology · Statistics 2018-04-06 Mikael Escobar-Bach , Ingrid Van Keilegom

In dependently censored survival data, the usual assumption of independent censoring or an incorrect specification of the correlation between the event and censoring times can bias marginal survival inference. Likelihood-based estimation of…

Methodology · Statistics 2026-04-07 Hyun-Soo Zhang , Inkyung Jung , Chung Mo Nam

This paper focuses on modelling surrender time for policyholders in the context of life insurance. In this setup, a large lapse rate at the first months of a contract is often observed, with a decrease in this rate after some months. The…

Applications · Statistics 2022-07-18 Viviana G. R. Lobo , Thais C. O. Fonseca , Mariane B. Alves

We propose a nonparametric bivariate time-varying coefficient model for longitudinal measurements with the occurrence of a terminal event that is subject to right censoring. The time-varying coefficients capture the longitudinal…

Methodology · Statistics 2021-11-10 Yue Wang , Bin Nan , Jack D. Kalbfleisch

The modeling of time-to-event data, also known as survival analysis, requires specialized methods that can deal with censoring and truncation, time-varying features and effects, and that extend to settings with multiple competing events.…

Machine Learning · Statistics 2021-04-20 Andreas Bender , David Rügamer , Fabian Scheipl , Bernd Bischl

Time-to-event data is widespread across the life sciences and engineering, but it is typically encountered together with censoring, which complicates the application of standard machine learning methods. Deep Cox models have emerged as a…

Machine Learning · Statistics 2026-05-19 Anchit Jain , Kevin Zhang , Stephen Bates

Restricted mean survival time (RMST) is an intuitive summary statistic for time-to-event random variables, and can be used for measuring treatment effects. Compared to hazard ratio, its estimation procedure is robust against the…

Methodology · Statistics 2023-05-25 Ruizhe Chen , Sanjib Basu , Qian Shi

A method for counterfactual explanation of machine learning survival models is proposed. One of the difficulties of solving the counterfactual explanation problem is that the classes of examples are implicitly defined through outcomes of a…

Machine Learning · Computer Science 2020-07-01 Maxim S. Kovalev , Lev V. Utkin

The restricted mean survival time (RMST) is the mean survival time in the study population followed up to a specific time point, and is simply the area under the survival curve up to the specific time point. The difference between two RMSTs…

Methodology · Statistics 2025-09-18 Peter Zhang , Brent Logan , Michael Martens

The relationship between a time-dependent covariate and survival times is usually evaluated via the Cox model. Time-dependent covariates are generally available as longitudinal data collected regularly during the course of the study. A…

Statistics Theory · Mathematics 2007-06-13 Jean-François Dupuy , Ion Grama , Mounir Mesbah

In large observational studies, the case-cohort design is commonly used to reduce the cost associated with covariate measurement. For survival outcomes, literature has suggested that the restricted mean survival time (RMST) be a more…

Methodology · Statistics 2026-05-08 Andy Ni , Wei-En Lu , Bo Lu

We develop a post-selection inference method for the Cox proportional hazards model with interval-censored data, which provides asymptotically valid p-values and confidence intervals conditional on the model selected by lasso. The method is…

Methodology · Statistics 2024-01-02 Jianrui Zhang , Chenxi Li , Haolei Weng

While right-censored time-to-event outcomes have been studied for decades, handling time-to-event covariates, also known as right-censored covariates, is now of growing interest. So far, the literature has treated right-censored covariates…

Methodology · Statistics 2024-09-10 Jesus E. Vazquez , Marissa C. Ashner , Yanyuan Ma , Karen Marder , Tanya P. Garcia

In this paper, we study the behavior of a kernel estimator of the regression function in the right censored model with $\alpha$-mixing data . The uniform strong consistency over a real compact set of the estimate is established along with a…

Statistics Theory · Mathematics 2008-02-21 Zohra Guessoum , Elias Ould-Saïd

Models for predicting the time of a future event are crucial for risk assessment, across a diverse range of applications. Existing time-to-event (survival) models have focused primarily on preserving pairwise ordering of estimated event…

Machine Learning · Statistics 2021-01-14 Paidamoyo Chapfuwa , Chenyang Tao , Lawrence Carin , Ricardo Henao

Massive sized survival datasets are becoming increasingly prevalent with the development of the healthcare industry. Such datasets pose computational challenges unprecedented in traditional survival analysis use-cases. A popular way for…

Methodology · Statistics 2023-05-09 Nir Keret , Malka Gorfine

In observational studies, covariate imbalance generates confounding, resulting in biased comparisons. Although propensity score-based weighting approaches facilitate unconfounded group comparisons for implicit target populations, existing…

Methodology · Statistics 2023-07-03 Subharup Guha , David C. Christiani , Yi Li

The current state of evaluation in survival analysis is plagued by the persistent use of evaluation metrics in ways that are misaligned with the stated modeling objective. In addition, many such evaluations are based on censoring…

We consider linear random coefficient regression models, where the regressors are allowed to have a finite support. First, we investigate identifiability, and show that the means and the variances and covariances of the random coefficients…

Statistics Theory · Mathematics 2023-06-16 Philipp Hermann , Hajo Holzmann

Predicting the remaining useful life (RUL) of ball bearings is an active area of research, where novel machine learning techniques are continuously being applied to predict degradation trends and anticipate failures before they occur.…

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