Related papers: The Brier Score under Administrative Censoring: Pr…
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…
Many proper scoring rules such as the Brier and log scoring rules implicitly reward a probability forecaster relative to a uniform baseline distribution. Recent work has motivated weighted proper scoring rules, which have an additional…
Extreme value analysis in the presence of censoring is receiving much attention as it has applications in many disciplines, including survival and reliability studies. Estimation of extreme value index (EVI) is of primary importance as it…
The pseudo-observations approach has been gaining popularity as a method to estimate covariate effects on censored survival data. It is used regularly to estimate covariate effects on quantities such as survival probabilities, restricted…
For the binary prevalence quantification problem under prior probability shift, we determine the asymptotic variance of the maximum likelihood estimator. We find that it is a function of the Brier score for the regression of the class label…
A common goal in observational research is to estimate marginal causal effects in the presence of confounding variables. One solution to this problem is to use the covariate distribution to weight the outcomes such that the data appear…
Our work was motivated by a recent study on birth defects of infants born to pregnant women exposed to a certain medication for treating chronic diseases. Outcomes such as birth defects are rare events in the general population, which often…
We analyze nonparametric estimators for the distribution function of the incubation time in the singly and doubly interval censoring model. The classical approach is to use parametric families like Weibull, log-normal or gamma distributions…
This paper considers the problem of inferring the causal effect of a variable $Z$ on a dependently censored survival time $T$. We allow for unobserved confounding variables, such that the error term of the regression model for $T$ is…
Probability forecasts of events are routinely used in climate predictions, in forecasting default probabilities on bank loans or in estimating the probability of a patient's positive response to treatment. Scoring rules have long been used…
The widely applicable information criterion (WAIC) has been used as a model selection criterion for Bayesian statistics in recent years. It is an asymptotically unbiased estimator of the Kullback-Leibler divergence between a Bayesian…
Forecasts of multivariate probability distributions are required for a variety of applications. Scoring rules enable the evaluation of forecast accuracy, and comparison between forecasting methods. We propose a theoretical framework for…
The usual parametric models for survival data are of the following form. Some parametrically specified hazard rate $\alpha(s,\theta)$ is assumed for possibly censored random life times $X_1^0,\ldots,X_n^0$; one observes only…
This paper focuses on the problem of the estimation of the cumulative hazard function of a distribution on a general complete separable metric space when the data points are subject to censoring by an arbitrary adapted random set. A problem…
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…
Standard Bayesian analyses can be difficult to perform when the full likelihood, and consequently the full posterior distribution, is too complex and difficult to specify or if robustness with respect to data or to model misspecifications…
There are over 55 different ways to construct a confidence respectively credible interval (CI) for the binomial proportion. Methods to compare them are necessary to decide which should be used in practice. The interval score has been…
Contrasting marginal counterfactual survival curves across treatment arms is an effective and popular approach for inferring the causal effect of an intervention on a right-censored time-to-event outcome. A key challenge to drawing such…
We propose a censored quantile regression estimator motivated by unbiased estimating equations. Under the usual conditional independence assumption of the survival time and the censoring time given the covariates, we show that the proposed…
This study aims to predict failure times for some units in some lifetime experiments. In some practical situations, the experimenter may not be able to register the failure times of all units during the experiment. Recently, this situation…