Related papers: Consistent and robust inference in hazard probabil…
The problem of how to best select variables for confounding adjustment forms one of the key challenges in the evaluation of exposure effects in observational studies, and has been the subject of vigorous recent activity in causal inference.…
In epidemiological studies of time-to-event data, a quantity of interest to the clinician and the patient is the risk of an event given a covariate profile. However, methods relying on time matching or risk-set sampling (including Cox…
In the analysis of survival data, it is usually assumed that any unit will experience the event of interest if it is observed for a sufficient long time. However, one can explicitly assume that an unknown proportion of the population under…
The proportional hazards assumption in the commonly used Cox model for censored failure time data is often violated in scientific studies. Yang and Prentice (2005) proposed a novel semiparametric two-sample model that includes the…
In applied time-to-event analysis, a flexible parametric approach is to model the hazard rate as a piecewise constant function of time. However, the change points and values of the piecewise constant hazard are usually unknown and need to…
The hazard function is central to the formulation of commonly used survival regression models such as the proportional hazards and accelerated failure time models. However, these models rely on a shared baseline hazard, which, when…
The Mantel-Haenszel (MH) risk difference estimator, commonly used in randomized clinical trials for binary outcomes, calculates a weighted average of stratum-specific risk difference estimators. Traditionally, this method requires the…
We investigate nonparametric estimation of a monotone baseline hazard and a decreasing baseline density within the Cox model. Two estimators of a nondecreasing baseline hazard function are proposed. We derive the nonparametric maximum…
We consider the Cox regression model and prove some properties of the maximum partial likelihood estimator $\hat\beta_n$ and of the the Breslow estimator $\Lambda_n$. The asymptotic properties of these estimators have been widely studied in…
We consider estimation of conditional hazard functions and densities over the class of multivariate c\`adl\`ag functions with uniformly bounded sectional variation norm when data are either fully observed or subject to right-censoring. We…
We prove the strong consistency and the asymptotic normality of the maximum likelihood estimator of the parameters of a general conditionally heteroscedastic model with $\alpha$-stable innovations. Then, we relax the assumptions and only…
The use of massive survival data has become common in survival analysis. In this study, a subsampling algorithm is proposed for the Cox proportional hazards model with time-dependent covariates when the sample is extraordinarily large but…
This paper develops likelihood-based methods for estimation, inference, model selection, and forecasting of continuous-time integer-valued trawl processes. The full likelihood of integer-valued trawl processes is, in general, highly…
We propose a new estimation procedure of the conditional density for independent and identically distributed data. Our procedure aims at using the data to select a function among arbitrary (at most countable) collections of candidates. By…
Inference for models with recursively defined likelihoods is computationally demanding, limiting scalability to large datasets. We propose a stabilised weighted subsampling methodology for accelerated inference based on an unbiased…
The instability in the selection of models is a major concern with data sets containing a large number of covariates. This paper deals with variable selection methodology in the case of high-dimensional problems where the response variable…
Stochastic compartmental models are prevalent tools for describing disease spread, but inference under these models is challenging for many types of surveillance data when the marginal likelihood function becomes intractable due to missing…
Traditional survival models often rely on restrictive assumptions such as proportional hazards or instantaneous effects of time-varying covariates on the hazard function, which limit their applicability in real-world settings. We consider…
In survival analysis, estimating the conditional survival function given predictors is often of interest. There is a growing trend in the development of deep learning methods for analyzing censored time-to-event data, especially when…
The penalized Cox proportional hazard model is a popular analytical approach for survival data with a large number of covariates. Such problems are especially challenging when covariates vary over follow-up time (i.e., the covariates are…