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Parametric copula families have been known to flexibly capture various dependence patterns, e.g., either positive or negative dependence in either the lower or upper tails of bivariate distributions. In this paper, our objective is to…

Methodology · Statistics 2025-02-11 Ruyi Pan , Luis E. Nieto-Barajas , Radu Craiu

Pair-copula constructions are flexible dependence models that use bivariate copulas as building blocks. In this paper, we use generalized additive models to extend them by allowing covariates effects. Borrowing ideas from a traditionally…

Methodology · Statistics 2017-08-17 Thibault Vatter , Thomas Nagler

Multivariate datasets are common in various real-world applications. Recently, copulas have received significant attention for modeling dependencies among random variables. A copula-based information measure is required to quantify the…

Methodology · Statistics 2024-08-06 Mohd. Arshad , Swaroop Georgy Zachariah , Ashok Kumar Pathak

Joint modelling of longitudinal and survival data is increasingly used in clinical trials on cancer. In prostate cancer for example, these models permit to account for the link between longitudinal measures of prostate-specific antigen…

The study of times to nonterminal events of different types and their interrelation is a compelling area of interest. The primary challenge in analyzing such multivariate event times is the presence of informative censoring by the terminal…

Methodology · Statistics 2025-07-29 Xinyuan Chen , Yiwei Li , Qian M. Zhou

Continuous-time event data are common in applications such as individual behavior data, financial transactions, and medical health records. Modeling such data can be very challenging, in particular for applications with many different types…

Machine Learning · Statistics 2020-11-09 Alex Boyd , Robert Bamler , Stephan Mandt , Padhraic Smyth

In stepped wedge cluster randomized trials (SW-CRTs), observations collected under the control condition are, on average, from an earlier time than observations collected under the intervention condition. In a cohort design, participants…

Methodology · Statistics 2023-02-23 Jale Basten , Katja Ickstadt , Nina Timmesfeld

The objective of this paper is to provide an introduction to the principles of Bayesian joint modeling of longitudinal measurements and time-to-event outcomes, as well as model implementation using the BUGS language syntax. This syntax can…

Many types of bounded data defined on the unit interval arise naturally as ratios of the form $X/(X + Y)$. In the existing literature, the main statistical models proposed for this type of bounded data typically based on the assumption that…

Methodology · Statistics 2026-03-04 Roberto Vila , Felipe Quintino , Marcelo Bourguignon

The objective is to model longitudinal and survival data jointly taking into account the dependence between the two responses in a real HIV/AIDS dataset using a shared parameter approach inside a Bayesian framework. We propose a linear…

Applications · Statistics 2016-05-02 Rui Martins

This paper provides a simple, yet reliable, alternative to the (Bayesian) estimation of large multivariate VARs with time variation in the conditional mean equations and/or in the covariance structure. With our new methodology, the original…

Econometrics · Economics 2020-01-01 Mike Tsionas , Marwan Izzeldin , Lorenzo Trapani

Longitudinal observational patient data can be used to investigate the causal effects of time-varying treatments on time-to-event outcomes. Several methods have been developed for controlling for the time-dependent confounding that…

Methodology · Statistics 2021-10-08 Ruth H. Keogh , Jon Michael Gran , Shaun R. Seaman , Gwyneth Davies , Stijn Vansteelandt

Joint models for longitudinal and time-to-event data constitute an attractive modeling framework that has received a lot of interest in the recent years. This paper presents the capabilities of the R package JMbayes for fitting these models…

Computation · Statistics 2014-05-01 Dimitris Rizopoulos

In linear models, omitting a covariate that is orthogonal to covariates in the model does not result in biased coefficient estimation. This in general does not hold for longitudinal data, where additional assumptions are needed to get…

Statistics Theory · Mathematics 2023-05-30 Zhuowei Sun , Hongyuan Cao , Li Chen , Jason P. Fine

We propose a Bayesian approach using improper priors for hierarchical linear mixed models with flexible random effects and residual error distributions. The error distribution is modelled using scale mixtures of normals, which can capture…

Methodology · Statistics 2018-02-06 F. J. Rubio , M. F. J. Steel

This paper presents an approach to modeling progressive event-history data when the overall objective is prediction based on time-dependent covariates. This approach does not model the hazard function directly. Instead, it models the…

Methodology · Statistics 2010-09-07 Song Cai , James V. Zidek , Nathaniel Newlands

Dropout represents a typical issue to be addressed when dealing with longitudinal studies. If the mechanism leading to missing information is non-ignorable, inference based on the observed data only may be severely biased. A frequent…

Methodology · Statistics 2018-03-23 Maria Francesca Marino , Marco Alfo'

Joint models for longitudinal and time-to-event data are commonly used in longitudinal studies to forecast disease trajectories over time. While there are many advantages to joint modeling, the standard forms suffer from limitations that…

Machine Learning · Statistics 2019-09-09 Bryan Lim , Mihaela van der Schaar

In recent years, the growing availability of biomedical datasets featuring numerous longitudinal covariates has motivated the development of several multi-step methods for the dynamic prediction of survival outcomes. These methods employ…

Methodology · Statistics 2026-01-14 Mirko Signorelli , Sophie Retif

Stopping times are used in applications to model random arrivals. A standard assumption in many models is that they are conditionally independent, given an underlying filtration. This is a widely useful assumption, but there are…

Probability · Mathematics 2024-11-21 Philip Protter , Alejandra Quintos