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This paper considers the problem of semi-parametric proportional hazards model fitting for interval, left and right censored survival times. We adopt a more versatile penalized likelihood method to estimate the baseline hazard and the…

Methodology · Statistics 2019-04-16 Jun Ma , Dominique-Laurent Couturier , Stephane Heritier , Ian Marschner

The comparison of proportions is considered in the asymptotic generalized linear model with the odds ratio as effect size. When several doses are compared with a control assuming an order restriction, a Williams-type trend test can be used.…

Applications · Statistics 2020-11-30 Ludwig A. Hothorn

This note includes an assessment of the partially overlapping samples t-tests in scenarios where elements of the test are at their extremes, including where only one sample contains independent observations

Methodology · Statistics 2019-06-05 Ben Derrick , Deirdre Toher , Paul White

The processes of the averaged regression quantiles and of their modifications provide useful tools in the regression models when the covariates are not fully under our control. As an application we mention the probabilistic risk assessment…

Statistics Theory · Mathematics 2017-10-19 Jana Jurečková , Martin Schindler , Jan Picek

Propensity score matching is commonly used to draw causal inference from observational survival data. However, its asymptotic properties have yet to be established, and variance estimation is still open to debate. We derive the statistical…

Methodology · Statistics 2024-12-24 Tongrong Wang , Honghe Zhao , Shu Yang , Shuhan Tang , Zhanglin Cui , Li Li , Douglas E. Faries

Hazard serves as a pivotal estimand in both practical applications and methodological frameworks. However, its causal interpretation poses notable challenges, including inherent selection biases and ill-defined populations to be compared…

Methodology · Statistics 2024-05-08 En-Yu Lai , Yen-Tsung Huang

As a specific proportional hazard rates model, sequential order statistics can be used to describe the lifetimes of load-sharing systems. Inference for these systems needs to account for small sample sizes, which are prevalent in…

Methodology · Statistics 2019-09-17 Fabian Mies , Stefan Bedbur

A typical situation in competing risks analysis is that the researcher is only interested in a subset of risks. This paper considers a depending competing risks model with the distribution of one risk being a parametric or semi-parametric…

Methodology · Statistics 2022-05-13 Simon M. S. Lo , Ralf A. Wilke

In reliability and life testing studies, the topic of estimating hazard rate has received great attention in recent years since an estimate of hazard rate is a quite useful tool for making decisions. Some works have included nonparametric…

Statistics Theory · Mathematics 2012-05-24 Baris Surucu

Comparison and contrast are the basic means to unveil causation and learn which treatments work. To build good comparison groups, randomized experimentation is key, yet often infeasible. In such non-experimental settings, we illustrate and…

Methodology · Statistics 2024-01-30 Ambarish Chattopadhyay , Jose R. Zubizarreta

Likelihood ratio tests are intuitively appealing. Nevertheless, a number of examples are known in which they perform very poorly. The present paper discusses a large class of situations in which this is the case, and analyzes just how…

Statistics Theory · Mathematics 2007-06-13 Erich L. Lehmann

We investigate stochastic comparisons between exponential family distributions and their mixtures with respect to the usual stochastic order, the hazard rate order, the reversed hazard rate order, and the likelihood ratio order. A general…

Statistics Theory · Mathematics 2009-10-05 Yaming Yu

We introduce a new test for detection of power-law cross-correlations among a pair of time series - the rescaled covariance test. The test is based on a power-law divergence of the covariance of the partial sums of the long-range…

Statistical Finance · Quantitative Finance 2013-10-10 Ladislav Kristoufek

The paper is focused on the problem of estimating the probability $p$ of individual contaminated sample, under group testing. The precision of the estimator is given by the probability of proportional closeness, a concept defined in the…

Statistics Theory · Mathematics 2017-12-27 Yaakov Malinovsky , Shelemyahu Zacks

Higher order risk measures are stochastic optimization problems by design, and for this reason they enjoy valuable properties in optimization under uncertainties. They nicely integrate with stochastic optimization problems, as has been…

Risk Management · Quantitative Finance 2024-02-26 Alois Pichler

A new approach to adaptive design of clinical trials is proposed in a general multiparameter exponential family setting, based on generalized likelihood ratio statistics and optimal sequential testing theory. These designs are easy to…

Statistics Theory · Mathematics 2011-05-25 Jay Bartroff , Tze Leung Lai

The additive hazards model specifies the effect of covariates on the hazard in an additive way, in contrast to the popular Cox model, in which it is multiplicative. As non-parametric model, it offers a very flexible way of modeling…

Methodology · Statistics 2022-01-24 Chengyuan Lu , Jelle Goeman , Hein Putter

In many public health problems, an important goal is to identify the effect of some treatment/intervention on the risk of failure for the whole population. A marginal proportional hazards regression model is often used to analyze such an…

Statistics Theory · Mathematics 2007-06-13 Donglin Zeng

Scholars frequently use covariate balance tests to test the validity of natural experiments and related designs. Unfortunately, when measured covariates are unrelated to potential outcomes, balance is uninformative about key identification…

Methodology · Statistics 2025-10-15 Clara Bicalho , Adam Bouyamourn , Thad Dunning

Interval-censored competing risks data arise when each study subject may experience an event or failure from one of several causes and the failure time is not observed exactly but rather known to lie in an interval between two successive…

Methodology · Statistics 2016-03-02 Lu Mao , D. Y. Lin , Donglin Zeng