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Bayesian nonparametric methods are a popular choice for analysing survival data due to their ability to flexibly model the distribution of survival times. These methods typically employ a nonparametric prior on the survival function that is…

Methodology · Statistics 2022-02-22 Edwin Fong , Brieuc Lehmann

In recent years, mixture cure models have gained increasing popularity in survival analysis as an alternative to the Cox proportional hazards model, particularly in settings where a subset of patients is considered cured. The proportional…

Methodology · Statistics 2025-12-10 Fatih Kızılaslan , Valeria Vitelli

Polyhazard models are a class of flexible parametric models for modelling survival over extended time horizons. Their additive hazard structure allows for flexible, non-proportional hazards whose characteristics can change over time while…

Methodology · Statistics 2024-06-21 Luke Hardcastle , Samuel Livingstone , Gianluca Baio

We propose a new class of semiparametric regression models of mean residual life for censored outcome data. The models, which enable us to estimate the expected remaining survival time and generalize commonly used mean residual life models,…

Statistics Theory · Mathematics 2020-11-10 Ge Zhao , Yanyuan Ma , Huazhen Lin , Yi Li

When analyzing time-to-event data, it often happens that some subjects do not experience the event of interest. Survival models that take this feature into account (called `cure models') have been developed in the presence of covariates.…

Statistics Theory · Mathematics 2019-09-19 Mikael Escobar-Bach , Ingrid Van Keilegom

In this paper we investigate the flexibility of matrix distributions for the modeling of mortality. Starting from a simple Gompertz law, we show how the introduction of matrix-valued parameters via inhomogeneous phase-type distributions can…

Methodology · Statistics 2022-08-03 Hansjoerg Albrecher , Martin Bladt , Mogens Bladt , Jorge Yslas

This paper introduces a class of copula models for spatial data, based on multivariate Pareto-mixture distributions. We explore the tail properties of these models, demonstrating their ability to capture both tail dependence and asymptotic…

Methodology · Statistics 2026-01-28 Pavel Krupskii

We consider a general multivariate model where univariate marginal distributions are known up to a parameter vector and we are interested in estimating that parameter vector without specifying the joint distribution, except for the…

General Economics · Economics 2024-02-01 Ivan Medovikov , Valentyn Panchenko , Artem Prokhorov

Discrete data are abundant and often arise as counts or rounded data. These data commonly exhibit complex distributional features such as zero-inflation, over-/under-dispersion, boundedness, and heaping, which render many parametric models…

Methodology · Statistics 2023-02-27 Daniel R. Kowal , Bohan Wu

We propose, for multivariate Gaussian copula models with unknown margins and structured correlation matrices, a rank-based, semiparametrically efficient estimator for the Euclidean copula parameter. This estimator is defined as a one-step…

Methodology · Statistics 2014-10-02 Johan Segers , Ramon van den Akker , Bas J. M. Werker

Often of primary interest in the analysis of multivariate data are the copula parameters describing the dependence among the variables, rather than the univariate marginal distributions. Since the ranks of a multivariate dataset are…

Statistics Theory · Mathematics 2014-03-13 Peter D. Hoff , Xiaoyue Niu , Jon A. Wellner

Cure models have been developed as an alternative modelling approach to conventional survival analysis in order to account for the presence of cured subjects that will never experience the event of interest. Mixture cure models, which model…

Methodology · Statistics 2022-07-19 Eni Musta , Valentin Patilea , Ingrid Van Keilegom

A class of multivariate mixed survival models for continuous and discrete time with a complex covariance structure is introduced in a context of quantitative genetic applications. The methods introduced can be used in many applications in…

Applications · Statistics 2014-05-06 Rafael Pimentel Maia , Per Madsen , Rodrigo Labouriau

Acyclic phase-type (PH) distributions have been a popular tool in survival analysis, thanks to their natural interpretation in terms of ageing towards its inevitable absorption. In this paper, we consider an extension to the bivariate…

Methodology · Statistics 2022-10-04 Albrecher Hansjörg , Bladt Martin , Alaric J. A Müller

For the analysis of clustered survival data, two different types of models that take the association into account, are commonly used: frailty models and copula models. Frailty models assume that conditional on a frailty term for each…

Methodology · Statistics 2014-01-10 Leen Prenen , Roel Braekers , Luc Duchateau

Interval censored data commonly arise in medical studies when the event time of interest is only known to lie within an interval. In the presence of a cure subgroup, conventional mixture cure models typically assume a logistic model for the…

Methodology · Statistics 2026-01-21 Xiaoru Huang , Tonghui Yu , Xiaoyu Liu

Extreme value theory offers a statistical framework for quantifying the risk of rare events, with the generalized Pareto (GP) distribution providing the canonical limit model for univariate threshold exceedances. In many applications,…

Methodology · Statistics 2026-04-15 Mirco Lescart , Anna Kiriliouk , Philippe Naveau

We propose a two-stage estimation procedure for a copula-based model with semi-competing risks data, where the non-terminal event is subject to dependent censoring by the terminal event, and both events are subject to independent censoring.…

Methodology · Statistics 2024-10-28 Sakie J. Arachchige , Xinyuan Chen , Qian M. Zhou

An Archimedean copula is characterised by its generator. This is a real function whose inverse behaves as a survival function. We propose a semiparametric generator based on a quadratic spline. This is achieved by modelling the first…

Statistics Theory · Mathematics 2019-08-13 Ricardo Hoyos , Luis Nieto-Barajas

Gaussian graphical models typically assume a homogeneous structure across all subjects, which is often restrictive in applications. In this article, we propose a weighted pseudo-likelihood approach for graphical modeling which allows…

Methodology · Statistics 2023-03-17 Sutanoy Dasgupta , Peng Zhao , Jacob Helwig , Prasenjit Ghosh , Debdeep Pati , Bani K. Mallick