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Time to event outcomes are often evaluated on the hazard scale, but interpreting hazards may be difficult. Recently, there has been concern in the causal inference literature that hazards actually have a built in selection-effect that…

Methodology · Statistics 2020-02-07 Pål Christie Ryalen , Mats Julius Stensrud , Kjetil Røysland

We introduce new approaches for forecasting IBNR (Incurred But Not Reported) frequencies by leveraging individual claims data, which includes accident date, reporting delay, and possibly additional features for every reported claim. A key…

Methodology · Statistics 2025-10-27 Munir Hiabu , Emil Hofman , Gabriele Pittarello

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…

Methodology · Statistics 2024-08-08 Manuel Rosenbaum , Jan Beyersmann , Michael Vogt

The ill-posedness of the inverse problem of recovering a regression function in a nonparametric instrumental variable model leads to estimators that may suffer from a very slow, logarithmic rate of convergence. In this paper, we show that…

Applications · Statistics 2017-09-27 Denis Chetverikov , Daniel Wilhelm

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

In observational studies with survival or time-to-event outcomes, a propensity score weighted marginal Cox proportional hazard model with the treatment variable as the only predictor is commonly used to estimate the causal marginal hazard…

Methodology · Statistics 2026-02-02 Zixian Zhao , Chengxin Yang , Fan Li

We study failure rate monotonicity and generalized convex transform stochastic ordering properties of random variables, with a concern on applications. We are especially interested in the effect of a tail weight iteration procedure to…

Probability · Mathematics 2026-01-14 Idir Arab , Milto Hadjikyriakou , Paulo Eduardo Oliveira

The proportional hazards model represents the most commonly assumed hazard structure when analysing time to event data using regression models. We study a general hazard structure which contains, as particular cases, proportional hazards,…

Methodology · Statistics 2018-05-24 Francisco J. Rubio , Laurent Remontet , Nicholas P. Jewell , Aurélien Belot

A prevalent feature of high-dimensional data is the dependence among covariates, and model selection is known to be challenging when covariates are highly correlated. To perform model selection for the high-dimensional Cox proportional…

Methodology · Statistics 2022-10-04 Pierre Bayle , Jianqing Fan

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…

Statistics Theory · Mathematics 2013-01-10 Hendrik P. Lopuhaä , Gabriela F. Nane

Non-proportional hazards (NPH) have been observed in confirmatory clinical trials with time to event outcomes. Under NPH, the hazard ratio does not stay constant over time and the log-rank test is no longer the most powerful test. The…

Methodology · Statistics 2022-09-26 Bharati Kumar , Jonathan W. Bartlett

Hazard functions play a central role in survival analysis, providing insight into the underlying risk dynamics of time-to-event data, with broad applications in medicine, epidemiology, and related fields. First-order ordinary differential…

Applications · Statistics 2026-04-02 Dananjani Liyanage , Mahmudul Bari Hridoy , Fahad Mostafa

The hazard function is a ratio of a density and survival function, and it is a basic tool of the survival analysis. In this paper we propose a kernel estimator of the hazard ratio function, which are based on a modification of \'{C}wik and…

Statistics Theory · Mathematics 2024-07-19 Taku Moriyama , Yoshihiko Maesono

Combining patient-level data from clinical trials can connect rare phenomena with clinical endpoints, but statistical techniques applied to a single trial may become problematical when trials are pooled. Estimating the hazard of a binary…

Proportional hazards are a common assumption when designing confirmatory clinical trials in oncology. With the emergence of immunotherapy and novel targeted therapies, departure from the proportional hazard assumption is not rare in…

Methodology · Statistics 2020-08-27 José L. Jiménez

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…

Methodology · Statistics 2024-01-02 Jianrui Zhang , Chenxi Li , Haolei Weng

We describe a new approach to estimating relative risks in time-to-event prediction problems with censored data in a fully parametric manner. Our approach does not require making strong assumptions of constant proportional hazard of the…

Machine Learning · Computer Science 2021-06-10 Chirag Nagpal , Xinyu Rachel Li , Artur Dubrawski

Cox proportional hazards model with measurement errors is considered. In Kukush and Chernova (2017), we elaborated a simultaneous estimator of the baseline hazard rate $\lambda(\cdot)$ and the regression parameter $\beta$, with the…

Probability · Mathematics 2018-04-06 Oksana Chernova , Alexander Kukush

Covariate balance is crucial in obtaining unbiased estimates of treatment effects in observational studies. Methods based on inverse probability weights have been widely used to estimate treatment effects with observational data. Machine…

Methodology · Statistics 2021-04-08 Michele Santacatterina

In this paper, we introduce some new notions of aging based on geometric, harmonic means of failure rate and aging intensity function. We define a generalized version of aging functions called specific interval-average geometric hazard…

Statistics Theory · Mathematics 2024-07-02 Subarna Bhattacharjee , Ananda Sen , Sabana Anwar , Aninda Kumar Nanda
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