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Parameter shrinkage applied optimally can always reduce error and projection variances from those of maximum likelihood estimation. Many variables that actuaries use are on numerical scales, like age or year, which require parameters at…

Applications · Statistics 2020-12-22 Gary Venter , Şule Şahin

In the absence of data from a randomized trial, researchers often aim to use observational data to draw causal inference about the effect of a treatment on a time-to-event outcome. In this context, interest often focuses on the…

Methodology · Statistics 2021-06-15 Ted Westling , Alex Luedtke , Peter Gilbert , Marco Carone

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…

Methodology · Statistics 2012-06-06 Guoqing Diao , Donglin Zeng , Song Yang

Cohort studies of the onset of a disease often encounter left-truncation on the event time of interest in addition to right-censoring due to variable enrollment times of study participants. Analysis of such event time data can be biased if…

Methodology · Statistics 2025-04-11 Spencer Matthews , Bin Nan

The best known methods for estimating hazard rate functions in survival analysis models are either purely parametric or purely nonparametric. The parametric ones are sometimes too biased while the nonparametric ones are sometimes too…

Methodology · Statistics 2026-02-20 Nils Lid Hjort

We present a new backfitting algorithm estimating the complex structured non-parametric survival model of Scheike (2001) without having to use smoothing. The considered model is a non-parametric survival model with two time-scales that are…

Methodology · Statistics 2019-04-03 Munir Hiabu , Jens P. Nielsen , Thomas H. Scheike

In observational studies of survival time featuring a binary time-dependent treatment, the hazard ratio (an instantaneous measure) is often used to represent the treatment effect. However, investigators are often more interested in the…

Methodology · Statistics 2020-05-21 Yun Li , Douglas E. Schaubel , Kevin He

Feature screening is an important tool in analyzing ultrahigh-dimensional data, particularly in the field of Omics and oncology studies. However, most attention has been focused on identifying features that have a linear or monotonic impact…

Methodology · Statistics 2023-05-10 Yaxian Chen , KF Lam , Zhonghua Liu

Popular parametric and semiparametric hazards regression models for clustered survival data are inappropriate and inadequate when the unknown effects of different covariates and clustering are complex. This calls for a flexible modeling…

Applications · Statistics 2021-03-16 Piyali Basak , Antonio R. Linero , Debajyoti SInha , Stuart Lipsitz

Hazard models are the most commonly used tool to analyse time-to-event data. If more than one time scale is relevant for the event under study, models are required that can incorporate the dependence of a hazard along two (or more) time…

Methodology · Statistics 2025-01-14 Angela Carollo , Paul H. C. Eilers , Hein Putter , Jutta Gampe

Continuous treatments (e.g., doses) arise often in practice, but many available causal effect estimators are limited by either requiring parametric models for the effect curve, or by not allowing doubly robust covariate adjustment. We…

Methodology · Statistics 2017-04-21 Edward H. Kennedy , Zongming Ma , Matthew D. McHugh , Dylan S. Small

Analysis of survival data with biased samples caused by left-truncation or length-biased sampling has received extensive interest. Many inference methods have been developed for various survival models. These methods, however, break down…

Statistics Theory · Mathematics 2018-12-31 Li-Pang Chen

The consistency of doubly robust estimators relies on consistent estimation of at least one of two nuisance regression parameters. In moderate to large dimensions, the use of flexible data-adaptive regression estimators may aid in achieving…

Machine Learning · Statistics 2019-01-30 Iván Díaz

The marginal structure quantile model (MSQM) provides a unique lens to understand the causal effect of a time-varying treatment on the full distribution of potential outcomes. Under the semiparametric framework, we derive the efficiency…

Methodology · Statistics 2024-02-13 Chao Cheng , Liangyuan Hu , Fan Li

The inverse probability weighting approach is popular for evaluating treatment effects in observational studies, but extreme propensity scores could bias the estimator and induce excessive variance. Recently, the overlap weighting approach…

Methodology · Statistics 2022-06-22 Chao Cheng , Fan Li , Laine Thomas , Fan Li

We propose a method to quantify uncertainty around individual survival distribution estimates using right-censored data, compatible with any survival model. Unlike classical confidence intervals, the survival bands produced by this method…

Methodology · Statistics 2025-12-18 Matteo Sesia , Vladimir Svetnik

In recent years, there has been growing interest in causal machine learning estimators for quantifying subject-specific effects of a binary treatment on time-to-event outcomes. Estimation approaches have been proposed which attenuate the…

Methodology · Statistics 2026-03-30 Matthew Pryce , Karla Diaz-Ordaz , Ruth H. Keogh , Stijn Vansteelandt

We consider a regression modeling of the quantiles of residual life, remaining lifetime at a specific time. We propose a smoothed induced version of the existing non-smooth estimating equations approaches for estimating regression…

Computation · Statistics 2022-05-03 Kyu Hyun Kim , Daniel J. Caplan , Sangwook Kang

Survival outcomes are common in comparative effectiveness studies and require unique handling because they are usually incompletely observed due to right-censoring. A ``once for all'' approach for causal inference with survival outcomes…

Methodology · Statistics 2021-12-21 Shuxi Zeng , Fan Li , Liangyuan Hu , Fan Li

It is often of interest to study the association between covariates and the cumulative incidence of a right-censored time-to-event outcome. When time-varying covariates are measured on a fixed discrete time scale, it is desirable to account…

Methodology · Statistics 2026-04-28 Hongxiang Qiu , Marco Carone , Alex Luedtke , Peter B. Gilbert