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Analysis of 2 by 2 tables and two-sample survival data has been widely used. Exact calculation is computational intractable for conditional likelihood inference in odds ratio models with large marginals in 2 by 2 tables, or partial…

Methodology · Statistics 2019-11-26 Zhiqiang Tan

There remain theoretical gaps in deep neural network estimators for the nonparametric Cox proportional hazards model. In particular, it is unclear how gradient-based optimization error propagates to population risk under partial likelihood,…

Machine Learning · Statistics 2026-03-26 Sattwik Ghosal , Xuran Meng , Yi Li

We consider a multivariate functional measurement error model $AX\approx B$. The errors in $[A,B]$ are uncorrelated, row-wise independent, and have equal (unknown) variances. We study the total least squares estimator of $X$, which, in the…

Probability · Mathematics 2016-07-14 Alexander Kukush , Yaroslav Tsaregorodtsev

The paper presents the derivation of the asymptotic behavior of $\nu$-zeros of the modified Bessel function of imaginary order $K_{{\rm i}\nu}(z)$. This derivation is based on the quasiclassical treatment of the exponential potential on the…

Mathematical Physics · Physics 2021-06-11 Yuri Krynytskyi , Andrij Rovenchak

The Cox proportional hazards model is widely used in survival analysis to model time-to-event data. However, it faces significant computational challenges in the era of large-scale data, particularly when dealing with time-dependent…

Methodology · Statistics 2025-01-14 Miaomiao Su , Ruoyu Wang

We study generalized additive partial linear models, proposing the use of polynomial spline smoothing for estimation of nonparametric functions, and deriving quasi-likelihood based estimators for the linear parameters. We establish…

Statistics Theory · Mathematics 2011-12-13 Li Wang , Xiang Liu , Hua Liang , Raymond J. Carroll

The Cox proportional hazards model (Cox model) is a popular model for survival data analysis. When the sample size is small relative to the dimension of the model, the standard maximum partial likelihood inference is often problematic. In…

Methodology · Statistics 2024-12-17 Weihao Li , Dongming Huang

We obtain an asymptotic representation formula for harmonic functions with respect to a linear anisotropic nonlocal operator. Furthermore we get a Bourgain-Brezis-Mironescu type limit formula for a related class of anisotropic nonlocal…

Analysis of PDEs · Mathematics 2018-02-26 Claudia Bucur , Marco Squassina

We derive new approximate representations of the Lommel functions in terms of the Scorer function and approximate representations of the first derivative of the Lommel functions in terms of the derivative of the Scorer function. Using the…

Classical Analysis and ODEs · Mathematics 2014-10-16 Nadezhda Aleksandrova

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

Prevalent cohort sampling is commonly used to study the natural history of a disease when the disease is rare or it usually takes a long time to observe the failure event. It is known, however, that the collected sample in this situation is…

Methodology · Statistics 2022-09-05 Omidali Aghababaei Jazi

Piecewise constant priors are routinely used in the Bayesian Cox proportional hazards model for survival analysis. Despite its popularity, large sample properties of this Bayesian method are not yet well understood. This work provides a…

Statistics Theory · Mathematics 2023-06-16 Bo Y. -C. Ning , Ismaël Castillo

We consider the Cox regression model and study the asymptotic global behavior of the Grenander-type estimator for a monotone baseline hazard function. This model is not included in the general setting of Durot (2007). However, we show that…

Statistics Theory · Mathematics 2019-07-17 Cécile Durot , Eni Musta

We describe Monte Carlo approximation to the maximum likelihood estimator in models with intractable norming constants and explanatory variables. We consider both sources of randomness (due to the initial sample and to Monte Carlo…

Methodology · Statistics 2016-12-08 Blazej Miasojedow , Wojciech Niemiro , Jan Palczewski , Wojciech Rejchel

By means of two simple convexity arguments we are able to develop a general method for proving consistency and asymptotic normality of estimators that are defined by minimisation of convex criterion functions. This method is then applied to…

Statistics Theory · Mathematics 2011-07-20 Nils Lid Hjort , David Pollard

The use of massive survival data has become common in survival analysis. In this study, a subsampling algorithm is proposed for the Cox proportional hazards model with time-dependent covariates when the sample is extraordinarily large but…

Computation · Statistics 2023-02-07 Nan Qiao , Wangcheng Li , Feng Xiao , Cunjie Lin , Yong Zhou

Using a recently derived integral in terms of elementary functions, we derive new asymptotic expansions of the normal inverse Gaussian cumulative distribution function. One of the asymptotic representations is in terms of the normal…

Classical Analysis and ODEs · Mathematics 2025-09-09 Nico M. Temme

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

The Cox regression model and its associated hazard ratio (HR) are frequently used for summarizing the effect of treatments on time to event outcomes. However, the HR's interpretation strongly depends on the assumed underlying survival…

Methodology · Statistics 2021-08-10 Pablo Martinez-Camblor , Todd A. MacKenzie , A. James O'Malley

We examine the sum of modified Bessel functions with argument depending quadratically on the summation index given by \[S_\nu(a)=\sum_{n\geq 1} (\frac{1}{2} an^2)^{-\nu} K_\nu(an^2)\qquad (|\arg\,a|<\pi/2)\] as the parameter $|a|\to 0$. It…

Classical Analysis and ODEs · Mathematics 2019-03-07 R. B. Paris