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Related papers: A flexible parametric accelerated failure time mod…

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For survival data with high-dimensional covariates, results generated in the analysis of a single dataset are often unsatisfactory because of the small sample size. Integrative analysis pools raw data from multiple independent studies with…

Methodology · Statistics 2015-01-13 Qingzhao Zhang , Sanguo Zhang , Jin Liu , Jian Huang , Shuangge Ma

Engineers in the manufacturing industries have used accelerated test (AT) experiments for many decades. The purpose of AT experiments is to acquire reliability information quickly. Test units of a material, component, subsystem or entire…

Methodology · Statistics 2007-08-03 Luis A. Escobar , William Q. Meeker

Survival regression is used to estimate the relation between time-to-event and feature variables, and is important in application domains such as medicine, marketing, risk management and sales management. Nonlinear tree based machine…

Machine Learning · Computer Science 2021-08-24 Avinash Barnwal , Hyunsu Cho , Toby Dylan Hocking

In prevalent cohort studies where subjects are recruited at a cross-section, the time to an event may be subject to length-biased sampling, with the observed data being either the forward recurrence time, or the backward recurrence time, or…

Statistics Theory · Mathematics 2019-04-05 Pourab Roy , Jason P. Fine , Michael R. Kosorok

We seek to narrow the gap between parametric and nonparametric modelling of stationary time series processes. The approach is inspired by recent advances in focused inference and model selection techniques. The paper generalises and extends…

Methodology · Statistics 2026-02-20 Gudmund Hermansen , Nils Lid Hjort , Martin Jullum

Most existing temporal point process models are characterized by conditional intensity function. These models often require numerical approximation methods for likelihood evaluation, which potentially hurts their performance. By directly…

Machine Learning · Computer Science 2024-05-03 Bingqing Liu

For many complex diseases, prognosis is of essential importance. It has been shown that, beyond the main effects of genetic (G) and environmental (E) risk factors, the gene-environment (G$\times$E) interactions also play a critical role. In…

Applications · Statistics 2015-05-15 Hao Chai , Qingzhao Zhang , Yu Jiang , Guohua Wang , Sanguo Zhang , Shuangge Ma

The proportional hazards (PH) and accelerated failure time (AFT) models are the most widely used hazard structures for analysing time-to-event data. When the goal is to identify variables associated with event times, variable selection is…

Methodology · Statistics 2026-02-04 Yulong Chen , Jim Griffin , Francisco Javier Rubio

Time-to-event analysis, also known as survival analysis, aims to predict the time of occurrence of an event, given a set of features. One of the major challenges in this area is dealing with censored data, which can make learning algorithms…

Machine Learning · Computer Science 2023-07-25 Hyunjun Lee , Junhyun Lee , Taehwa Choi , Jaewoo Kang , Sangbum Choi

We propose an extensive framework for additive regression models for correlated functional responses, allowing for multiple partially nested or crossed functional random effects with flexible correlation structures for, e.g., spatial,…

Methodology · Statistics 2013-11-26 Fabian Scheipl , Ana-Maria Staicu , Sonja Greven

We propose a highly flexible distributional copula regression model for bivariate time-to-event data in the presence of right-censoring. The joint survival function of the response is constructed using parametric copulas, allowing for a…

Methodology · Statistics 2024-12-23 Guillermo Briseno-Sanchez , Nadja Klein , Andreas Groll , Andreas Mayr

Based on the expectile loss function and the adaptive LASSO penalty, the paper proposes and studies the estimation methods for the accelerated failure time (AFT) model. In this approach, we need to estimate the survival function of the…

Statistics Theory · Mathematics 2024-02-06 Gabriela Ciuperca

We consider parameter estimation, hypothesis testing and variable selection for partially time-varying coefficient models. Our asymptotic theory has the useful feature that it can allow dependent, nonstationary error and covariate…

Statistics Theory · Mathematics 2012-08-20 Ting Zhang , Wei Biao Wu

Evaluating the influence of continuous covariates, like exposure time or dose, on a response variable is a pivotal objective in the assessment of a compound's effect, particularly when determining toxicity in pre-clinical research or…

Methodology · Statistics 2026-04-16 Lucia Ameis , Niklas Hagemann , Kathrin Möllenhoff

With the increased availability of large health databases comes the opportunity of evaluating treatment effect on new data sources.Through these databases time-dependent outcomes can be analysed as events that can be measured using counting…

Methodology · Statistics 2022-04-08 Camille Nevoret , Sandrine Katsahian , Agathe Guilloux

The purpose of this paper is to test the time-invariance of the beta coefficients estimated by the Adaptive Multi-Factor (AMF) model. The AMF model is implied by the generalized arbitrage pricing theory (GAPT), which implies constant beta…

Statistical Finance · Quantitative Finance 2021-04-27 Liao Zhu , Robert A. Jarrow , Martin T. Wells

Current status data are commonly encountered in medical and epidemiological studies in which the failure time for study units is the outcome variable of interest. Data of this form are characterized by the fact that the failure time is not…

Methodology · Statistics 2019-04-25 Yan Liu , Minggen Lu , Christopher S. McMahan

We develop a constructive approach for $\ell_0$-penalized estimation in the sparse accelerated failure time (AFT) model with high-dimensional covariates. Our proposed method is based on Stute's weighted least squares criterion combined with…

Methodology · Statistics 2020-02-11 Xingdong Feng , Jian Huang , Yuling Jiao , Shuang Zhang

The accelerated failure time (AFT) models have proved useful in many contexts, though heavy censoring (as for example in cancer survival) and high dimensionality (as for example in microarray data) cause difficulties for model fitting and…

Methodology · Statistics 2013-12-10 Md Hasinur Rahaman Khan , J. Ewart H. Shaw

We propose a novel approximate factor model tailored for analyzing time-dependent curve data. Our model decomposes such data into two distinct components: a low-dimensional predictable factor component and an unpredictable error term. These…

Econometrics · Economics 2025-02-26 Sven Otto , Nazarii Salish