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Health economic evaluations based on patient-level data collected alongside clinical trials~(e.g. health related quality of life and resource use measures) are an important component of the process which informs resource allocation…

Applications · Statistics 2020-05-25 Andrea Gabrio , Rachael Hunter , Alexina J. Mason , Gianluca Baio

We study copula-based collective risk models when the dependence structure is defined by a Farlie-Gumbel-Morgenstern (FGM) copula. By leveraging a one-to-one correspondence between the class of FGM copulas and multivariate symmetric…

Applications · Statistics 2024-09-04 Christopher Blier-Wong , Hélène Cossette , Etienne Marceau

The study of infectious disease epidemiology for multi-type disease pathogens requires modelling techniques that account for the complex interactions existing between strains across geography and time. In this paper, we propose a novel…

Methodology · Statistics 2026-05-06 Matthew Adeoye , Simon E. F. Spencer , Xavier Didelot

In many time-to-event studies, the event of interest is recurrent. Here, the data for each sample unit corresponds to a series of gap times between the subsequent events. Given a limited follow-up period, the last gap time might be…

Methodology · Statistics 2018-02-28 Nicole Barthel , Candida Geerdens , Claudia Czado , Paul Janssen

Copulas provide an attractive approach for constructing multivariate distributions with flexible marginal distributions and different forms of dependences. Of particular importance in many areas is the possibility of explicitly forecasting…

Methodology · Statistics 2018-05-22 Feng Li , Yanfei Kang

Often in follow-up studies intermediate events occur in some patients, such as reinterventions or adverse events. These intermediate events directly affect the shapes of their longitudinal profiles. Our work is motivated by two studies in…

The study of times to nonterminal events of different types and their interrelation is a compelling area of interest. The primary challenge in analyzing such multivariate event times is the presence of informative censoring by the terminal…

Methodology · Statistics 2025-07-29 Xinyuan Chen , Yiwei Li , Qian M. Zhou

The estimation of travel time distribution (TTD) is critical for reliable route guidance and provides theoretical bases and technical support for advanced traffic management and control. The state-of-the art procedure for estimating…

Applications · Statistics 2020-05-11 Adam Samara , Felix Rempe , Simone Göttlich

Joint modeling of longitudinal and survival data has become increasingly important in medical research, particularly for understanding disease progression in chronic conditions where both repeated biomarker measurements and time-to-event…

Methodology · Statistics 2025-12-30 Nithisha Suryadevara , Vivek Reddy Srigiri

Diverse analysis approaches have been proposed to distinguish data missing due to death from nonresponse, and to summarize trajectories of longitudinal data truncated by death. We demonstrate how these analysis approaches arise from…

Methodology · Statistics 2010-01-18 Brenda F. Kurland , Laura L. Johnson , Brian L. Egleston , Paula H. Diehr

Predicting patient survival probabilities based on observed covariates is an important assessment in clinical practice. These patient-specific covariates are often measured over multiple follow-up appointments. It is then of interest to…

Methodology · Statistics 2021-11-11 Annabel L. Davies , Anthony C. C. Coolen , Tobias Galla

We propose a novel approach for modeling multivariate longitudinal data in the presence of unobserved heterogeneity for the analysis of the Health and Retirement Study (HRS) data. Our proposal can be cast within the framework of linear…

Methodology · Statistics 2015-09-17 Laura Anderlucci , Cinzia Viroli

Thanks to their ability to capture complex dependence structures, copulas are frequently used to glue random variables into a joint model with arbitrary marginal distributions. More recently, they have been applied to solve statistical…

Methodology · Statistics 2022-08-22 Thomas Nagler , Thibault Vatter

The ICH E9(R1) Addendum (International Council for Harmonization 2019) suggests treatment-policy as one of several strategies for addressing intercurrent events such as treatment withdrawal when defining an estimand. This strategy requires…

Methodology · Statistics 2023-08-28 Suzie Cro , James H Roger , James R Carpenter

Mixtures of linear mixed models are widely used for modelling longitudinal data for which observation times differ between subjects. In typical applications, temporal trends are described using a basis expansion, with basis coefficients…

Methodology · Statistics 2025-11-25 Lucas Kock , Nadja Klein , David J. Nott

The use of instrumental variables for estimating the effect of an exposure on an outcome is popular in econometrics, and increasingly so in epidemiology. This increasing popularity may be attributed to the natural occurrence of instrumental…

Methodology · Statistics 2016-08-03 T. Martinussen , S. Vansteelandt , E. J. Tchetgen Tchetgen , D. M. Zucker

Joint modelling of longitudinal and time-to-event data has received much attention recently. Increasingly, extensions to standard joint modelling approaches are being proposed to handle complex data structures commonly encountered in…

Uncertain information on input parameters of reliability models is usually modeled by considering these parameters as random, and described by marginal distributions and a dependence structure of these variables. In numerous real-world…

Applications · Statistics 2018-04-30 Nazih Benoumechiara , Bertrand Michel , Philippe Saint-Pierre , Nicolas Bousquet

In statistics, time-to-event analysis methods traditionally focus on the estimation of hazards. In recent years, machine learning methods have been proposed to directly predict the event times. We propose a method based on vine copula…

Methodology · Statistics 2021-11-16 Shenyi Pan , Harry Joe

In competing risks models, the joint distribution of the event times is not identifiable even when the margins are fully known, which has been referred to as the "identifiability crisis in competing risks analysis" (Crowder, 1991). We model…

Statistics Theory · Mathematics 2013-05-14 Maik Schwarz , Geurt Jongbloed , Ingrid Van Keilegom