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Reliable uncertainty quantification is essential in survival prediction, particularly in clinical settings where erroneous decisions carry high risk. Conformal prediction has attracted substantial attention as it offers a model-agnostic…

Methodology · Statistics 2025-12-04 Jaeyoung Shin , Chi Hyun Lee , Sangwook Kang

We propose a method to quantify uncertainty around individual survival distribution estimates using right-censored data, compatible with any survival model. Unlike classical confidence intervals, the survival bands produced by this method…

Methodology · Statistics 2025-12-18 Matteo Sesia , Vladimir Svetnik

We propose a new procedure for inference on optimal treatment regimes in the model-free setting, which does not require to specify an outcome regression model. Existing model-free estimators for optimal treatment regimes are usually not…

Methodology · Statistics 2020-07-06 Yunan Wu , Lan Wang

A prediction interval covers a future observation from a random process in repeated sampling, and is typically constructed by identifying a pivotal quantity that is also an ancillary statistic. Analogously, a tolerance interval covers a…

Methodology · Statistics 2022-01-19 Geoffrey S Johnson

We derive the sample size formulae for comparing two negative binomial rates based on both the relative and absolute rate difference metrics in noninferiority and equivalence trials with unequal follow-up times, and establish an approximate…

Methodology · Statistics 2017-05-24 Yongqiang Tang

Cure models in survival analysis deal with populations in which a part of the individuals cannot experience the event of interest. Mixture cure models consider the target population as a mixture of susceptible and non-susceptible…

Computation · Statistics 2018-06-26 Elena Lázaro , Carmen Armero , Virgilio Gómez-Rubio

Many research questions involve time-to-event outcomes that can be prevented from occurring due to competing events. In these settings, we must be careful about the causal interpretation of classical statistical estimands. In particular,…

Methodology · Statistics 2020-09-01 Torben Martinussen , Mats Julius Stensrud

Missing exposure information is a very common feature of many observational studies. Here we study identifiability and efficient estimation of causal effects on vector outcomes, in such cases where treatment is unconfounded but partially…

Methodology · Statistics 2020-02-04 Edward H. Kennedy

Health policy decisions are often informed by estimates of long-term survival based primarily on short-term data. A range of methods are available to include longer-term information, but there has previously been no comprehensive and…

Methodology · Statistics 2025-05-05 Christopher Jackson

In epidemiology, identifying the effect of exposure variables in relation to a time-to-event outcome is a classical research area of practical importance. Incorporating propensity score in the Cox regression model, as a measure to control…

Methodology · Statistics 2019-06-11 Yingrui Yang , Molin Wang

For the nonparametric regression models with covariates contaminated with normal measurement errors, this paper proposes an extrapolation algorithm to estimate the nonparametric regression functions. By applying the conditional expectation…

Methodology · Statistics 2021-07-28 Weixing Song , Kanwal Ayub , Jianhong Shi

Background Survival extrapolation is essential in the cost-effectiveness analysis to quantify the lifetime survival benefit associated with a new intervention, due to the restricted duration of randomized controlled trials (RCTs). Current…

Methodology · Statistics 2022-06-02 Zhaojing Che , Nathan Green , Gianluca Baio

For estimating conditional survival functions, non-parametric estimators can be preferred to parametric and semi-parametric estimators due to relaxed assumptions that enable robust estimation. Yet, even when misspecified, parametric and…

Methodology · Statistics 2014-12-23 Andrew Wey , John Connett , Kyle Rudser

Existing survival analysis techniques heavily rely on strong modelling assumptions and are, therefore, prone to model misspecification errors. In this paper, we develop an inferential method based on ideas from conformal prediction, which…

Methodology · Statistics 2023-04-25 Emmanuel J. Candès , Lihua Lei , Zhimei Ren

We propose nonparametric estimators for conditional value-at-risk (CVaR) and conditional expected shortfall (CES) associated with conditional distributions of a series of returns on a financial asset. The return series and the conditioning…

Methodology · Statistics 2016-12-28 Carlos Martins-Filho , Feng Yao , Maximo Torero

In this paper, we first provide a review of different non-parametric estimators for the cumulative distribution function under left-censoring. We then propose a new estimator based on a non-parametric likelihood approach using reversed…

Statistics Theory · Mathematics 2023-07-11 N. Balakrishnan , Christian Paroissin , Magdalena Pereda Vivo

Scientists regularly pose questions about treatment effects on outcomes conditional on a post-treatment event. However, causal inference in such settings requires care, even in perfectly executed randomized experiments. Recently, the…

Methodology · Statistics 2026-02-19 Chan Park , Mats Stensrud , Eric Tchetgen Tchetgen

The analysis of causal effects when the outcome of interest is possibly truncated by death has a long history in statistics and causal inference. The survivor average causal effect is commonly identified with more assumptions than those…

Methodology · Statistics 2020-03-24 Jaffer M. Zaidi , Eric J. Tchetgen Tchetgen , Tyler J. VanderWeele

It is common in medical studies that the outcome of interest is truncated by death, meaning that a subject has died before the outcome could be measured. In this case, restricted analysis among survivors may be subject to selection bias.…

Methodology · Statistics 2018-04-25 Linbo Wang , Xiao-Hua Zhou , Thomas S. Richardson

We consider survival data in the presence of a cure fraction, meaning that some subjects will never experience the event of interest. We assume a mixture cure model consisting of two sub-models: one for the probability of being uncured…

Methodology · Statistics 2023-03-17 Eni Musta , Tsz Pang Yuen