Related papers: Copula-based Semiparametric Regression Method for …
The cause of failure in cohort studies that involve competing risks is frequently incompletely observed. To address this, several methods have been proposed for the semiparametric proportional cause-specific hazards model under a missing at…
Vine copulas are flexible dependence models using bivariate copulas as building blocks. If the parameters of the bivariate copulas in the vine copula depend on covariates, one obtains a conditional vine copula. We propose an extension for…
Conditional copula models allow dependence structures to vary with observed covariates while preserving a separation between marginal behavior and association. We study the uniform asymptotic behavior of kernel-weighted local likelihood…
Time-to-event endpoints are frequently used as outcomes in oncology and other disease areas where the outcome of interest may not be observed within a predetermined period. Although many analytical methods address the challenges of…
We consider nonparametric inference for event time distributions based on current status data. We show that in this scenario conventional mixture priors, including the popular Dirichlet process mixture prior, lead to biologically…
Bi-factor and second-order models based on copulas are proposed for item response data, where the items can be split into non-overlapping groups such that there is a homogeneous dependence within each group. Our general models include the…
Rigby & Stasinopoulos (2005) introduced generalized additive models for location, scale and shape (GAMLSS) where the response distribution is not restricted to belong to the exponential family and its parameters can be specified as…
Recently, high-dimensional heterogeneous data have attracted a lot of attention and discussion. Under heterogeneity, semiparametric regression is a popular choice to model data in statistics. In this paper, we take advantages of expectile…
Interval-censored data are common in fields such as epidemiology and demography. When the failure event of interest is relatively rare and the collection of covariates is costly, researchers often adopt the case-cohort design to reduce…
Accelerated failure time (AFT) models are frequently used to model survival data, providing a direct quantification of the relationship between event times and covariates. These models allow for the acceleration or deceleration of failure…
By 2040, age-related macular degeneration (AMD) will affect approximately 288 million people worldwide. Identifying individuals at high risk of progression to late AMD, the sight-threatening stage, is critical for clinical actions,…
Modern datasets commonly feature both substantial missingness and many variables of mixed data types, which present significant challenges for estimation and inference. Complete case analysis, which proceeds using only the observations with…
In this paper, we propose simple estimation methods dedicated to a semiparametric family of bivariate copulas. These copulas can be simply estimated through the estimation of their univariate generating function. We take profit of this…
In many studies multivariate event time data are generated from clusters having a possibly complex association pattern. Flexible models are needed to capture this dependence. Vine copulas serve this purpose. Inference methods for vine…
Copula models have become one of the most widely used tools in the applied modelling of multivariate data. Similarly, Bayesian methods are increasingly used to obtain efficient likelihood-based inference. However, to date, there has been…
In this manuscript, we consider a finite multivariate nonparametric mixture model where the dependence between the marginal densities is modeled using the copula device. Pseudo EM stochastic algorithms were recently proposed to estimate all…
Based on a data set obtained in a dental longitudinal study, conducted in Flanders (Belgium), the joint time to caries distribution of permanent first molars was modeled as a function of covariates. This involves an analysis of multivariate…
We propose a copula-based extension of the hidden Markov model (HMM) which applies when the observations recorded at each time in the sample are multivariate. The joint model produced by the copula extension allows decoding of the hidden…
The statistical analysis of univariate quantiles is a well developed research topic. However, there is a need for research in multivariate quantiles. We construct bivariate (conditional) quantiles using the level curves of vine copula based…
One of the main challenges in current systems neuroscience is the analysis of high-dimensional neuronal and behavioral data that are characterized by different statistics and timescales of the recorded variables. We propose a parametric…