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This paper studies Cox's regression hazard model with an unobservable random frailty where no specific distribution is postulated for the frailty variable, and the marginal lifetime distribution allows both parametric and non-parametric…

Methodology · Statistics 2015-10-09 Vahed Maroufy , Paul Marriott

We consider instrumental variable estimation of the proportional hazards model of Cox (1972). The instrument and the endogenous variable are discrete but there can be (possibly continuous) exogenous covariables. By making a rank invariance…

Econometrics · Economics 2023-09-06 Lorenzo Tedesco , Jad Beyhum , Ingrid Van Keilegom

Three statistical studies, all published between 2004 and 2008 but without referring to one another, assert a useful equivalence involving the hazard ratio, a parameter estimated for time to event data by the frequently used proportional…

Methodology · Statistics 2021-09-28 David M. Thompson , Julia E. Reid

We consider a model for systems perturbed by dichotomous noise, in which the hazard rate function of a random lifetime is subject to additive time-alternating perturbations described by the telegraph process. This leads us to define a…

Statistics Theory · Mathematics 2007-06-13 Antonio Di Crescenzo , Barbara Martinucci

In reliability theory and survival analysis, observed data are often weakly dependent and subject to additive measurement errors. Such contamination arises when the underlying data are neither independent nor strongly mixed but instead…

Statistics Theory · Mathematics 2025-03-20 Benjrada Mohammed Essalih

Cox proportional hazards model with measurement error is investigated. In Kukush et al. (2011) [Journal of Statistical Research 45, 77-94] and Chimisov and Kukush (2014) [Modern Stochastics: Theory and Applications 1, 13-32] asymptotic…

Statistics Theory · Mathematics 2017-04-03 Alexander Kukush , Oksana Chernova

A popular Bayesian nonparametric approach to survival analysis consists in modeling hazard rates as kernel mixtures driven by a completely random measure. In this paper we derive asymptotic results for linear and quadratic functionals of…

Probability · Mathematics 2016-08-16 Giovanni Peccati , Igor Prünster

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…

Computation · Statistics 2023-02-07 Nan Qiao , Wangcheng Li , Feng Xiao , Cunjie Lin , Yong Zhou

While well-established methods for time-to-event data are available when the proportional hazards assumption holds, there is no consensus on the best inferential approach under non-proportional hazards (NPH). However, a wide range of…

Hazard ratios are frequently reported in time-to-event and epidemiological studies to assess treatment effects. In observational studies, the combination of propensity score weights with the Cox proportional hazards model facilitates the…

Methodology · Statistics 2024-02-14 Guilherme W. F. Barros , Jenny Häggström

The Cox proportional hazards model is often used to analyze data from Randomized Controlled Trials (RCT) with time-to-event outcomes. Random survival forest (RSF) is a machine-learning algorithm known for its high predictive performance. We…

Machine Learning · Statistics 2025-05-28 Ricarda Graf , Susan Todd , M. Fazil Baksh

In observational studies, the observed association between an exposure and outcome of interest may be distorted by unobserved confounding. Causal sensitivity analysis can be used to assess the robustness of observed associations to…

Methodology · Statistics 2025-11-04 Rui Hu , Ted Westling

We study inference for censored survival data where some covariates are distorted by some unknown functions of an observable confounding variable in a multiplicative form. Example of this kind of data in medical studies is the common…

Methodology · Statistics 2020-06-03 Yanyan Liu , Yuanshan Wu , Jing Zhang , Haibo Zhou

A fundamental concept in two-arm non-parametric survival analysis is the comparison of observed versus expected numbers of events on one of the treatment arms (the choice of which arm is arbitrary), where the expectation is taken assuming…

Applications · Statistics 2020-07-10 Dominic Magirr

Kernel-based nonparametric hazard rate estimation is considered with a special class of infinite-order kernels that achieves favorable bias and mean square error properties. A fully automatic and adaptive implementation of a density and…

Statistics Theory · Mathematics 2018-10-17 Arthur Berg , Dimitris N Politis , Kagba Suaray , Hui Zeng

We discuss a number of estimates of the hazard under the assumption that the hazard is monotone on an interval [0,a]. The usual isotonic least squares estimators of the hazard are inconsistent at the boundary points 0 and a. We use…

Statistics Theory · Mathematics 2011-02-22 Piet Groeneboom , Geurt Jongbloed

In biometrics and related fields, the Cox proportional hazards model are widely used to analyze with covariate adjustment. However, when some covariates are not observed, an unbiased estimator usually cannot be obtained. Even if there are…

Methodology · Statistics 2022-06-06 Shunichiro Orihara

Prevalent cohort sampling is commonly used to study the natural history of a disease when the disease is rare or it usually takes a long time to observe the failure event. It is known, however, that the collected sample in this situation is…

Methodology · Statistics 2022-09-05 Omidali Aghababaei Jazi

We study nonparametric inference for the causal dose-response (or treatment effect) curve when the treatment variable is continuous rather than binary or discrete. We do this by developing doubly robust confidence intervals for the…

Methodology · Statistics 2025-08-13 Charles R. Doss

In many biomedical applications, outcome is measured as a ``time-to-event'' (eg. disease progression or death). To assess the connection between features of a patient and this outcome, it is common to assume a proportional hazards model,…

Statistics Theory · Mathematics 2020-08-11 Aliasghar Tarkhan , Noah Simon