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Copulas, generalized estimating equations, and generalized linear mixed models promote the analysis of grouped data where non-normal responses are correlated. Unfortunately, parameter estimation remains challenging in these three…

Methodology · Statistics 2024-10-16 Sarah S. Ji , Benjamin B. Chu , Hua Zhou , Kenneth Lange

Repeated measures of biomarkers have the potential of explaining hazards of survival outcomes. In practice, these measurements are intermittently measured and are known to be subject to substantial measurement error. Joint modelling of…

Applications · Statistics 2019-12-12 Lisa McFetridge , Ozgur Asar , Jonas Wallin

In credit risk analysis, survival models with fixed and time-varying covariates are widely used to predict a borrower's time-to-event. When the time-varying drivers are endogenous, modelling jointly the evolution of the survival time and…

Risk Management · Quantitative Finance 2025-09-03 Victor Medina-Olivares , Finn Lindgren , Raffaella Calabrese , Jonathan Crook

Longitudinal data are characterized by the dependence between observations coming from the same individual. In a regression perspective, such a dependence can be usefully ascribed to unobserved features (covariates) specific to each…

Methodology · Statistics 2015-09-07 Maria Francesca Marino , Marco Alfó

We consider event-driven clinical trials, where the analysis is performed once a pre-determined number of clinical events has been reached. For example, these events could be progression in oncology or a stroke in cardiovascular trials. At…

Methodology · Statistics 2021-08-23 Vladimir Anisimov , Stephen Gormley , Rosalind Baverstock , Cynthia Kineza

Data on a continuous variable are often summarized by means of histograms or displayed in tabular format: the range of data is partitioned into consecutive interval classes and the number of observations falling within each class is…

Methodology · Statistics 2023-01-05 Philippe Lambert

We propose a procedure for imputing missing values of time-dependent covariates in a survival model using fully conditional specification. Specifically, we focus on imputing missing values of a longitudinal marker in joint modeling of the…

Methodology · Statistics 2024-03-29 Havi Murad , Nirit Agay , Rachel Dankner

In this paper we propose a copula contagion mixture model for correlated default times. The model includes the well known factor, copula, and contagion models as its special cases. The key advantage of such a model is that we can study the…

Pricing of Securities · Quantitative Finance 2010-10-21 Harry Zheng

Missing data and noisy observations pose significant challenges for reliably predicting events from irregularly sampled multivariate time series (longitudinal) data. Imputation methods, which are typically used for completing the data prior…

Machine Learning · Statistics 2017-08-17 Hossein Soleimani , James Hensman , Suchi Saria

Joint models for a wide class of response variables and longitudinal measurements consist on a mixed-effects model to fit longitudinal trajectories whose random effects enter as covariates in a generalized linear model for the primary…

Methodology · Statistics 2014-07-03 Rolando De la Cruz , Cristian Meza , Ana Arribas-Gil , Raymond J. Carroll

Dynamic event prediction, using joint modeling of survival time and longitudinal variables, is extremely useful in personalized medicine. However, the estimation of joint models including many longitudinal markers is still a computational…

Methodology · Statistics 2024-12-13 Reza Hashemi , Taban Baghfalaki , Viviane Philipps , Helene Jacqmin-Gadda

Copulas. We study the model risk of multivariate risk models in a comprehensive empirical study on Copula-GARCH models used for forecasting Value-at-Risk and Expected Shortfall. To determine whether model risk inherent in the forecasting of…

Risk Management · Quantitative Finance 2021-09-24 Simon Fritzsch , Maike Timphus , Gregor Weiss

Copulas are a fundamental tool for modelling multivariate dependencies in data, forming the method of choice in diverse fields and applications. However, the adoption of existing models for multimodal and high-dimensional dependencies is…

Machine Learning · Statistics 2026-05-20 David Huk , Theodoros Damoulas

Use copula to model dependency of variable extends multivariate gaussian assumption. In this paper we first empirically studied copula regression model with continous response. Both simulation study and real data study are given. Secondly…

Methodology · Statistics 2021-01-05 Weijian Luo , Mai Wo

There are growing concerns for reserves estimation of incurred but not reported (IBNR) claims in actuarial sciences. In this paper, we propose a copula-based dependency model to capture the relationship between two main IBNR reserve…

Dependent survival data arise in many contexts. One context is clustered survival data, where survival data are collected on clusters such as families or medical centers. Dependent survival data also arise when multiple survival times are…

Methodology · Statistics 2022-05-12 Malka Gorfine , David M. Zucker

This paper introduces a new class of Cox models for dependent bivariate data. The impact of the covariate on the dependence of the variables is captured through the modification of their copula. Various classes of well known copulas are…

Statistics Theory · Mathematics 2010-07-26 Mohamed Achibi , Michel Broniatowski

Handling highly dependent data is crucial in clinical trials, particularly in fields related to ophthalmology. Incorrectly specifying the dependency structure can lead to biased inferences. Traditionally, models rely on three fixed…

Methodology · Statistics 2025-09-30 Shuyi Liang , Takeshi Emura , Chang-Xing Ma , Yijing Xin , Xin-Wei Huang

This paper analyzes the dynamics of higher education dropouts through an innovative approach that integrates recurrent events modeling and point process theory with functional data analysis. We propose a novel methodology that extends…

Applications · Statistics 2026-03-02 Alessandra Ragni , Chiara Masci , Anna Maria Paganoni

We assume that we have multiple ordinal time series and we would like to specify their joint distribution. In general it is difficult to create multivariate distribution that can be easily used to jointly model ordinal variables and the…

Methodology · Statistics 2026-02-16 Anna Nalpantidi , Dimitris Karlis