Related papers: Stopping Times Occurring Simultaneously
The number of recurrent events before a terminating event is often of interest. For instance, death terminates an individual's process of rehospitalizations and the number of rehospitalizations is an important indicator of economic cost. We…
Typically, case-control studies to estimate odds-ratios associating risk factors with disease incidence from logistic regression only include cases with newly diagnosed disease. Recently proposed methods allow incorporating information on…
A strictly stationary sequence of random variables is constructed with the following properties: (i) the random variables take the values -1 and +1 with probability 1/2 each, (ii) every five of the random variables are independent, (iii)…
This article considers the joint modeling of longitudinal covariates and partly-interval censored time-to-event data. Longitudinal time-varying covariates play a crucial role in obtaining accurate clinically relevant predictions using a…
We propose new resampling-based approaches to construct asymptotically valid time simultaneous confidence bands for cumulative hazard functions in multi-state Cox models. In particular, we exemplify the methodology in detail for the simple…
Stochastic Event Timing is a fundamental issue in developing both analytic and simulation models for stochastic systems. Generalized Erlang distributions are quite useful for generating those random events in a quite general way by…
Sequential analysis encompasses simulation theories and methods where the sample size is determined dynamically based on accumulating data. Since the conceptual inception, numerous sequential stopping rules have been introduced, and many…
This paper explores foundational and applied aspects of survival analysis, using fall risk assessment as a case study. It revisits key time-related probability distributions and statistical methods, including logistic regression, Poisson…
The purpose of the present paper is to establish moment estimates of Rosenthal type for a rather general class of random variables satisfying certain bounds on the cumulants. We consider sequences of random variables which satisfy a central…
A curious connection exists between the theory of optimal stopping for independent random variables, and branching processes. In particular, for the branching process $Z_n$ with offspring distribution $Y$, there exists a random variable $X$…
Time-to-event endpoints are frequently used as outcomes in oncology and other disease areas where the outcome of interest may not be observed within a predetermined period. Although many analytical methods address the challenges of…
The estimation of dependencies between multiple variables is a central problem in the analysis of financial time series. A common approach is to express these dependencies in terms of a copula function. Typically the copula function is…
We develop a post-selection inference method for the Cox proportional hazards model with interval-censored data, which provides asymptotically valid p-values and confidence intervals conditional on the model selected by lasso. The method is…
We consider the problem of estimating the distribution of time-to-event data that are subject to censoring and for which the event of interest might never occur, i.e., some subjects are cured. To model this kind of data in the presence of…
We address the problem of estimating the mixing time of a Markov chain from a single trajectory of observations. Unlike most previous works which employed Hilbert space methods to estimate spectral gaps, we opt for an approach based on…
Inspired by recent work of P.-L. Lions on conditional optimal control, we introduce a problem of optimal stopping under bounded rationality: the objective is the expected payoff at the time of stopping, conditioned on another event. For…
Under a mild condition we give closed-form expressions for copulas of systems that consist of maxima and of minima of subvectors of a given random vector $X$ with continuous marginals. Said expressions appear explicit in the copula of $X$…
The problem of appropriately matching items subject to compatibility constraints arises in a number of important applications. While most of the literature on matching theory focuses on a static setting with a fixed number of items, several…
During the past decades, the Ising distribution has attracted interest in many applied disciplines, as the maximum entropy distribution associated to any set of correlated binary (`spin') variables with observed means and covariances.…
Strict stationarity is a common assumption used in the time series literature in order to derive asymptotic distributional results for second-order statistics, like sample autocovariances and sample autocorrelations. Focusing on weak…