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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

We consider estimation of the extreme value index and extreme quantiles for heavy-tailed data that are right-censored. We study a general procedure of removing low importance observations in tail estimators. This trimming procedure is…

Statistics Theory · Mathematics 2021-05-13 Martin Bladt , Hansjoerg Albrecher , Jan Beirlant

Most causal inference studies rely on the assumption of overlap to estimate population or sample average causal effects. When data exhibit non-overlap, estimation of these estimands requires reliance on model specifications, due to poor…

Methodology · Statistics 2018-09-17 Rachel C. Nethery , Fabrizia Mealli , Francesca Dominici

We consider the problem of estimating a dose-response curve. Continuous treatments arise often in practice, e.g. in the form of time spent on an operation, distance traveled to a location or dosage of a drug. Letting $A$ denote a continuous…

Methodology · Statistics 2026-04-14 Matteo Bonvini , Edward H. Kennedy

Causal inference for extreme events has many potential applications in fields such as climate science, medicine and economics. We study the extremal quantile treatment effect of a binary treatment on a continuous, heavy-tailed outcome.…

Methodology · Statistics 2023-07-06 David Deuber , Jinzhou Li , Sebastian Engelke , Marloes H. Maathuis

Survival analysis is a critical tool for the modelling of time-to-event data, such as life expectancy after a cancer diagnosis or optimal maintenance scheduling for complex machinery. However, current neural network models provide an…

Machine Learning · Statistics 2021-12-06 Fabio Luis de Mello , J Mark Wilkinson , Visakan Kadirkamanathan

A model for competing (resp. complementary) risks survival data where the failure time can be left (resp. right) censored is proposed. Product-limit estimators for the survival functions of the individual risks are derived. We deduce the…

Statistics Theory · Mathematics 2007-06-13 Valentin Patilea , Jean-Marie Rolin

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

We present a new backfitting algorithm estimating the complex structured non-parametric survival model of Scheike (2001) without having to use smoothing. The considered model is a non-parametric survival model with two time-scales that are…

Methodology · Statistics 2019-04-03 Munir Hiabu , Jens P. Nielsen , Thomas H. Scheike

Nonparametric estimation of the gap time distribution in a simple renewal process may be considered a problem in survival analysis under particular sampling frames corresponding to how the renewal process is observed. This note describes…

Applications · Statistics 2023-05-02 Richard D. Gill , Niels Keiding

An essential goal of program evaluation and scientific research is the investigation of causal mechanisms. Over the past several decades, causal mediation analysis has been used in medical and social sciences to decompose the treatment…

Methodology · Statistics 2016-01-15 K. C. G. Chan , K. Imai , S. C. P. Yam , Z. Zhang

Survival analysis deals with modeling the time until an event occurs, and accurate probability estimates are crucial for decision-making, particularly in the competing-risks setting where multiple events are possible. While recent work has…

Methodology · Statistics 2026-02-03 Julie Alberge , Tristan Haugomat , Gaël Varoquaux , Judith Abécassis

This paper primarily addresses a dataset relating to cellular, chemical and physical conditions of patients gathered at the time they are operated upon to remove colorectal tumours. This data provides a unique insight into the biochemical…

Machine Learning · Computer Science 2016-11-17 Christopher Roadknight , Durga Suryanarayanan , Uwe Aickelin , John Scholefield , Lindy Durrant

In survival contexts, substantial literature exists on estimating optimal treatment regimes, where treatments are assigned based on personal characteristics to maximize the survival probability. These methods assume that a set of covariates…

Methodology · Statistics 2025-07-24 Junwen Xia , Zishu Zhan , Jingxiao Zhang

Inverse probability weights are commonly used in epidemiology to estimate causal effects in observational studies. Researchers can typically focus on either the average treatment effect or the average treatment effect on the treated with…

Methodology · Statistics 2022-10-05 Eli Ben-Michael , Luke Keele

In neoadjuvant trials on early-stage breast cancer, patients are usually randomized into a control group and a treatment group with an additional target therapy. Early efficacy of the new regimen is assessed via the binary pathological…

Methodology · Statistics 2022-04-04 Xiaoqing Tan , Judah Abberbock , Priya Rastogi , Gong Tang

Databases derived from electronic health records (EHRs) are commonly subject to left truncation, a type of selection bias induced due to patients needing to survive long enough to satisfy certain entry criteria. Standard methods to adjust…

Methodology · Statistics 2022-03-01 Arjun Sondhi

The pervasive use of prevalent cohort studies on disease duration, increasingly calls for appropriate methodologies to account for the biases that invariably accompany samples formed by such data. It is well-known, for example, that…

Statistics Theory · Mathematics 2013-11-07 Ashkan Ertefaie , Masoud Asgharian , David Stephens

One goal in survival analysis of right-censored data is to estimate the marginal survival function in the presence of dependent censoring. When many auxiliary covariates are sufficient to explain the dependent censoring, estimation based on…

Statistics Theory · Mathematics 2007-06-13 Donglin Zeng

When assessing the causal effect of a binary exposure using observational data, confounder imbalance across exposure arms must be addressed. Matching methods, including propensity score-based matching, can be used to deconfound the causal…

Methodology · Statistics 2024-10-01 Ernesto Ulloa-Pérez , Marco Carone , Alex Luedtke
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