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Given the high incidence of cardio and cerebrovascular diseases (CVD), and its association with morbidity and mortality, its prevention is a major public health issue. A high level of blood pressure is a well-known risk factor for these…

In recurrent event studies, panel binary data arise when subjects are observed at discrete time points and only the recurrent event status within each observation window is recorded. Such data frequently occur in longitudinal studies due to…

Methodology · Statistics 2025-03-18 Pavithra Hariharan , P. G. Sankaran

High-dimensional multivariate longitudinal data, which arise when many outcome variables are measured repeatedly over time, are becoming increasingly common in social, behavioral and health sciences. We propose a latent variable model for…

Methodology · Statistics 2025-12-09 Sze Ming Lee , Yunxiao Chen , Tony Sit

In the context of clinical and biomedical studies, joint frailty models have been developed to study the joint temporal evolution of recurrent and terminal events, capturing both the heterogeneous susceptibility to experiencing a new…

Methodology · Statistics 2023-11-08 Chiara Masci , Marta Spreafico , Francesca Ieva

Study of recurrences in earthquakes, climate, financial time-series, etc. is crucial to better forecast disasters and limit their consequences. However, almost all the previous phenomenological studies involved only a long-ranged…

Data Analysis, Statistics and Probability · Physics 2013-09-11 Rémy Chicheportiche , Anirban Chakraborti

Stepped wedge cluster-randomized trial (CRTs) designs randomize clusters of individuals to intervention sequences, ensuring that every cluster eventually transitions from a control period to receive the intervention under study by the end…

In this article, a copula-based method for mixed regression models is proposed, where the conditional distribution of the response variable, given covariates, is modelled by a parametric family of continuous or discrete distributions, and…

Methodology · Statistics 2025-01-13 Pavel Krupskii , Bouchra R Nasri , Bruno N Remillard

We propose a dependence-aware predictive modeling framework for multivariate risks stemmed from an insurance contract with bundling features - an important type of policy increasingly offered by major insurance companies. The bundling…

Methodology · Statistics 2023-10-17 Peng Shi , Zifeng Zhao

We propose a copula based method to handle missing values in multivariate data of mixed types in multilevel data sets. Building upon the extended rank likelihood of \cite{hoff2007extending} and the multinomial probit model, our model is a…

Methodology · Statistics 2017-02-28 Jiali Wang , Bronwyn Loong , Anton H. Westveld , Alan H. Welsh

The number of recurrent events before a terminating event is often of interest. For instance, death terminates an individual's process of rehospitalizations and the number of rehospitalizations is an important indicator of economic cost. We…

Methodology · Statistics 2021-12-30 Willem van den Boom , Maria De Iorio , Marta Tallarita

Use copula to model dependency of variable extends multivariate gaussian assumption. In this paper we first empirically studied copula regression model with continous response. Both simulation study and real data study are given. Secondly…

Methodology · Statistics 2021-01-05 Weijian Luo , Mai Wo

Cylindrical data frequently arise across various scientific disciplines, including meteorology (e.g., wind direction and speed), oceanography (e.g., marine current direction and speed or wave heights), ecology (e.g., telemetry), and…

Methodology · Statistics 2026-02-06 Francesca Labanca , Anna Gottard , Nadja Klein

A central focus in survival analysis is examining how covariates influence survival time. These covariate effects are often found to be either time-varying, heterogeneous - such as being specific to patients, treatments, or subgroups - or…

Methodology · Statistics 2025-01-24 Niklas Hagemann , Thomas Kneib , Kathrin Möllenhoff

Fully describing the entire data set is essential in multivariate risk assessment, since moderate levels of one variable can influence another, potentially leading it to be extreme. Additionally, modelling both non-extreme and extreme…

Methodology · Statistics 2025-03-11 Lídia M. André , Jonathan A. Tawn

Although the independent censoring assumption is commonly used in survival analysis, it can be violated when the censoring time is related to the survival time, which often happens in many practical applications. To address this issue, we…

Methodology · Statistics 2024-08-28 Huazhen Yu , Lixin Zhang

Based on the proposed time-varying JLCM (Miao and Charalambous, 2022), the heterogeneous random covariance matrix can also be considered, and a regression submodel for the variance-covariance matrix of the multivariate latent random effects…

Methodology · Statistics 2025-03-30 Ruoyu Miao , Christiana Charalambous

We present a bivariate vector valued discrete autoregressive model of order $1$ (BDAR($1$)) for discrete time series. The BDAR($1$) model assumes that each time series follows its own univariate DAR($1$) model with dependent random…

Methodology · Statistics 2025-10-08 Anna Nalpantidi , Dimitris Karlis

We propose a novel approach for modeling multivariate longitudinal data in the presence of unobserved heterogeneity for the analysis of the Health and Retirement Study (HRS) data. Our proposal can be cast within the framework of linear…

Methodology · Statistics 2015-09-17 Laura Anderlucci , Cinzia Viroli

This article studies the estimation of the causal effect of a time-varying treatment on time-to-an-event or on some other continuously distributed outcome. The paper applies to the situation where treatment is repeatedly adapted to…

Statistics Theory · Mathematics 2008-06-19 Judith J. Lok

The focus of this paper is an approach to the modeling of longitudinal social network or relational data. Such data arise from measurements on pairs of objects or actors made at regular temporal intervals, resulting in a social network for…

Methodology · Statistics 2011-08-18 Anton H. Westveld , Peter D. Hoff