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Conditional copulas are flexible statistical tools that couple joint conditional and marginal conditional distributions. In a linear regression setting with more than one covariate and two dependent outcomes, we propose the use of additive…

Methodology · Statistics 2014-07-31 Avideh Sabeti , Mian Wei , Radu V. Craiu

Joint models are well suited to modelling linked data from laboratories and health registers. However, there are few examples of joint models that allow for (a) multiple markers, (b) multiple survival outcomes (including terminal events,…

Dynamic prediction of future clinical outcomes based on longitudinally measured predictors plays a crucial role in disease management and patient counseling, particularly when conventional static models are inadequate. Joint modeling of…

Methodology · Statistics 2025-07-30 Wenhao Li , Shikun Wang , Zhe Yin , Brad C. Astor , Wei Yang , Tom H. Greene , Liang Li

We introduce a numerically tractable formulation of Bayesian joint models for longitudinal and survival data. The longitudinal process is modelled using generalised linear mixed models, while the survival process is modelled using a…

Methodology · Statistics 2021-04-23 Danilo Alvares , Francisco Javier Rubio

Survival regression is widely used to model time-to-events data, to explore how covariates may influence the occurrence of events. Modern datasets often encompass a vast number of covariates across many subjects, with only a subset of the…

Methodology · Statistics 2024-09-18 Abhishek Mandal , Abhisek Chakraborty

We assume that we have multiple ordinal time series and we would like to specify their joint distribution. In general it is difficult to create multivariate distribution that can be easily used to jointly model ordinal variables and the…

Methodology · Statistics 2026-02-16 Anna Nalpantidi , Dimitris Karlis

Joint models for longitudinal and time-to-event data have seen many developments in recent years. Though spatial joint models are still rare and the traditional proportional hazards formulation of the time-to-event part of the model is…

Methodology · Statistics 2024-06-25 Anja Rappl , Thomas Kneib , Stefan Lang , Elisabeth Bergherr

In this paper, we obtain general representations for the joint distributions and copulas of arbitrary dependent random variables absolutely continuous with respect to the product of given one-dimensional marginal distributions. The…

Statistics Theory · Mathematics 2016-08-16 Victor H. de la Peña , Rustam Ibragimov , Shaturgun Sharakhmetov

We are interested in survival analysis of hemodialysis patients for whom several biomarkers are recorded over time. Motivated by this challenging problem, we propose a general framework for multivariate joint longitudinal-survival modeling…

Joint models initially dedicated to a single longitudinal marker and a single time-to-event need to be extended to account for the rich longitudinal data of cohort studies. Multiple causes of clinical progression are indeed usually…

Applications · Statistics 2016-01-26 Cécile Proust-Lima , Jean-François Dartigues , Hélène Jacqmin-Gadda

Insurance and annuity products covering several lives require the modelling of the joint distribution of future lifetimes. In the interest of simplifying calculations, it is common in practice to assume that the future lifetimes among a…

Risk Management · Quantitative Finance 2016-01-19 François Dufresne , Enkelejd Hashorva , Gildas Ratovomirija , Youssouf Toukourou

Copula mixed models for trivariate (or bivariate) meta-analysis of diagnostic test accuracy studies accounting (or not) for disease prevalence have been proposed in the biostatistics literature to synthesize information. However, many…

Methodology · Statistics 2018-07-12 Aristidis K. Nikoloulopoulos

In a regression analysis, suppose we suspect that there are several heterogeneous groups in the population that a sample represents. Mixture regression models have been applied to address such problems. By modeling the conditional…

Methodology · Statistics 2013-07-02 Toshiya Hoshikawa

Predicting patient survival probabilities based on observed covariates is an important assessment in clinical practice. These patient-specific covariates are often measured over multiple follow-up appointments. It is then of interest to…

Methodology · Statistics 2021-11-11 Annabel L. Davies , Anthony C. C. Coolen , Tobias Galla

Motivated by empirical studies investigating treatment effects in survival analysis, we propose a bivariate transformation model to quantify the impact of a binary treatment on a time-to-event outcome. The model equations are connected…

Methodology · Statistics 2025-02-03 Giampiero Marra , Rosalba Radice

In situations where both extreme and non-extreme data are of interest, modelling the whole data set accurately is important. In a univariate framework, modelling the bulk and tail of a distribution has been extensively studied before.…

Methodology · Statistics 2023-10-11 Lídia M. André , Jennifer L. Wadsworth , Adrian O'Hagan

In biostatistics and medical research, longitudinal data are often composed of repeated assessments of a variable (e.g., blood pressure or other biomarkers) and dichotomous indicators to mark an event of interest (e.g., recovery from…

Applications · Statistics 2019-09-13 Sezen Cekic , Stephen Aichele , Andreas M. Brandmaier , Ylva Köhncke , Paolo Ghisletta

A key question in clinical practice is accurate prediction of patient prognosis. To this end, nowadays, physicians have at their disposal a variety of tests and biomarkers to aid them in optimizing medical care. These tests are often…

The pseudo-observations approach has been gaining popularity as a method to estimate covariate effects on censored survival data. It is used regularly to estimate covariate effects on quantities such as survival probabilities, restricted…

Methodology · Statistics 2024-12-06 Yael Travis-Lumer , Micha Mandel , Rebecca A. Betensky

Joint models of longitudinal and survival data have become an important tool for modeling associations between longitudinal biomarkers and event processes. The association between marker and log-hazard is assumed to be linear in existing…

Methodology · Statistics 2017-10-24 Meike Köhler , Nikolaus Umlauf , Sonja Greven