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Multivariate mixed-type outcomes are difficult to model jointly, and additional complexity arises when both marginal effects and dependence structures vary with a covariate such as age or time. Existing approaches often impose restrictive…

Methodology · Statistics 2026-04-15 Yujin Jeong , Seonghyun Jeong

In medical studies, it is common the presence of a fraction of patients who do not experience the event of interest. These patients are people who are not at risk of the event or are patients who were cured during the research. The…

In this paper, we present a variable ranking approach established on a novel measure to select important variables in bivariate Copula Link-Based Additive Models (Marra & Radice, 2020). The proposal allows for identifying two sets of…

Methodology · Statistics 2024-10-14 Danilo Petti , Marcella Niglio , Marialuisa Restaino

Motivated by recent findings that within-subject (WS) visit-to-visit variabilities of longitudinal biomarkers can be strong risk factors for health outcomes, this paper introduces and examines a new joint model of a longitudinal biomarker…

In various biomedical studies, analysis often focuses on data magnitudes, particularly when algebraic signs are irrelevant or lost. For repeated measures studies involving magnitude outcomes, incorporating random effects is essential as…

Methodology · Statistics 2025-07-16 Wen Teng , Niall D. Ferguson , Ewan C. Goligher , Anna Heath

In various data situations joint models are an efficient tool to analyze relationships between time dependent covariates and event times or to correct for event-dependent dropout occurring in regression analysis. Joint modeling connects a…

Methodology · Statistics 2018-10-25 Colin Griesbach , Andreas Mayr , Elisabeth Waldmann

Joint modelling of longitudinal and time-to-event data has received much attention recently. Increasingly, extensions to standard joint modelling approaches are being proposed to handle complex data structures commonly encountered in…

The use of instrumental variables for estimating the effect of an exposure on an outcome is popular in econometrics, and increasingly so in epidemiology. This increasing popularity may be attributed to the natural occurrence of instrumental…

Methodology · Statistics 2016-08-03 T. Martinussen , S. Vansteelandt , E. J. Tchetgen Tchetgen , D. M. Zucker

In the analysis of binary longitudinal data, it is of interest to model a dynamic relationship between a response and covariates as a function of time, while also investigating similar patterns of time-dependent interactions. We present a…

Methodology · Statistics 2023-04-11 Jinwon Sohn , Seonghyun Jeong , Young Min Cho , Taeyoung Park

We propose a highly flexible distributional copula regression model for bivariate time-to-event data in the presence of right-censoring. The joint survival function of the response is constructed using parametric copulas, allowing for a…

Methodology · Statistics 2024-12-23 Guillermo Briseno-Sanchez , Nadja Klein , Andreas Groll , Andreas Mayr

We propose a flexible joint longitudinal-survival framework to examine the association between longitudinally collected biomarkers and a time-to-event endpoint. More specifically, we use our method for analyzing the survival outcome of…

Applications · Statistics 2018-07-09 Sepehr Akhavan Masouleh , Tracy Holsclaw , Babak Shahbaba , Daniel L. Gillen

In credit risk analysis, survival models with fixed and time-varying covariates are widely used to predict a borrower's time-to-event. When the time-varying drivers are endogenous, modelling jointly the evolution of the survival time and…

Risk Management · Quantitative Finance 2025-09-03 Victor Medina-Olivares , Finn Lindgren , Raffaella Calabrese , Jonathan Crook

Survival models are a popular tool for the analysis of time to event data with applications in medicine, engineering, economics, and many more. Advances like the Cox proportional hazard model have enabled researchers to better describe…

Machine Learning · Statistics 2021-02-16 Stefan Groha , Sebastian M Schmon , Alexander Gusev

Risk evaluation is a forecast, and its validity must be backtested. Probability distribution forecasts are used in this work and allow for more powerful validations compared to point forecasts. Our aim is to use bivariate copulas in order…

Risk Management · Quantitative Finance 2023-11-21 Boris David , Gilles Zumbach

In studies of recurrent events, joint modeling approaches are often needed to allow for potential dependent censoring by a terminal event such as death. Joint frailty models for recurrent events and death with an additional dependence…

Methodology · Statistics 2023-04-25 Marie Böhnstedt , Jutta Gampe , Monique A. A. Caljouw , Hein Putter

Bi-factor and second-order models based on copulas are proposed for item response data, where the items can be split into non-overlapping groups such that there is a homogeneous dependence within each group. Our general models include the…

Methodology · Statistics 2021-02-23 Sayed H. Kadhem , Aristidis K. Nikoloulopoulos

Since survival data occur over time, often important covariates that we wish to consider also change over time. Such covariates are referred as time-dependent covariates. Quantile regression offers flexible modeling of survival data by…

Methodology · Statistics 2014-05-01 Malka Gorfine , Yair Goldberg , Yaacov Ritov

A novel copula-based multivariate panel ordinal model is developed to estimate structural relations among components of well-being. Each ordinal time-series is modelled using a copula-based Markov model to relate the marginal distributions…

Methodology · Statistics 2017-06-02 Aristidis K. Nikoloulopoulos , Emmanouil Mentzakis

Non-terminal events can represent a meaningful change in a patient's life. Thus, better understanding and predicting their occurrence can bring valuable information to individuals. In a context where longitudinal markers could inform these…

Methodology · Statistics 2025-01-16 Juliette Ortholand , Stanley Durrleman , Sophie Tezenas du Montcel

Individual-specific, time-constant, random effects are often used to model dependence and/or to account for omitted covariates in regression models for longitudinal responses. Longitudinal studies have known a huge and widespread use in the…

Methodology · Statistics 2026-01-14 Marco Alfo' , Roberto Rocci
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