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Right censored survival data collected on a cohort of prevalent cases with constant incidence are length-biased, and may be used to estimate the length-biased (i.e., prevalent-case) survival function. When the incidence rate is constant,…

Statistics Theory · Mathematics 2007-06-13 Masoud Asgharian , David B. Wolfson

New methods and theory have recently been developed to nonparametrically estimate cumulative incidence functions for competing risks survival data subject to current status censoring. In particular, the limiting distribution of the…

Methodology · Statistics 2012-01-12 Marloes H. Maathuis , Michael G. Hudgens

We consider the problem of selecting covariates in spatial linear models with Gaussian process errors. Penalized maximum likelihood estimation (PMLE) that enables simultaneous variable selection and parameter estimation is developed and,…

Methodology · Statistics 2012-02-24 Tingjin Chu , Jun Zhu , Haonan Wang

It is often of interest to study the association between covariates and the cumulative incidence of a right-censored time-to-event outcome. When time-varying covariates are measured on a fixed discrete time scale, it is desirable to account…

Methodology · Statistics 2026-04-28 Hongxiang Qiu , Marco Carone , Alex Luedtke , Peter B. Gilbert

We suggest an iterative approach to computing K-step maximum likelihood estimates (MLE) of the parametric components in semiparametric models based on their profile likelihoods. The higher order convergence rate of K-step MLE mainly depends…

Statistics Theory · Mathematics 2007-08-23 Guang Cheng

In fitting a mixture of linear regression models, normal assumption is traditionally used to model the error and then regression parameters are estimated by the maximum likelihood estimators (MLE). This procedure is not valid if the normal…

Methodology · Statistics 2018-11-06 Yanyuan Ma , Shaoli Wang , Lin Xu , Weixin Yao

We study the maximum smoothed likelihood estimator (MSLE) for interval censoring, case 2, in the so-called separated case. Characterizations in terms of convex duality conditions are given and strong consistency is proved. Moreover, we show…

Statistics Theory · Mathematics 2014-10-16 Piet Groeneboom

Transformation models provide a common tool for regression analysis of censored failure time data. The most common approach towards parameter estimation in these models is based on the nonparametric profile likelihood method. Several…

Statistics Theory · Mathematics 2007-06-13 Dorota M. Dabrowska

Regression modeling of recurrent and terminal events continues to present methodological challenges in survival analysis. Existing approaches either make unverifiable assumptions about the dependency structure between the two event types or…

Methodology · Statistics 2026-05-26 Anna Bellach , Michael R. Kosorok

We consider a general multivariate model where univariate marginal distributions are known up to a parameter vector and we are interested in estimating that parameter vector without specifying the joint distribution, except for the…

General Economics · Economics 2024-02-01 Ivan Medovikov , Valentyn Panchenko , Artem Prokhorov

In this article, we consider the estimation of unknown parameters of Weibull distribution when the lifetime data are observed in the presence of progressively type-I hybrid censoring scheme. The Newton-Raphson algorithm,…

Statistics Theory · Mathematics 2019-11-12 Yasin Asar , R. Arabi Belaghi

Mixture of Experts (MoE) are successful models for modeling heterogeneous data in many statistical learning problems including regression, clustering and classification. Generally fitted by maximum likelihood estimation via the well-known…

Machine Learning · Statistics 2018-10-30 Faicel Chamroukhi , Bao-Tuyen Huynh

Accelerated failure time (AFT) models are frequently used to model survival data, providing a direct quantification of the relationship between event times and covariates. These models allow for the acceleration or deceleration of failure…

Methodology · Statistics 2024-12-23 Aishwarya Bhaskaran , Ding Ma , Benoit Liquet , Angela Hong , Stephane Heritier , Serigne N Lo , Jun Ma

For many diseases, logistic and other constraints often render large incidence studies difficult, if not impossible, to carry out. This becomes a drawback, particularly when a new incidence study is needed each time the disease incidence…

Methodology · Statistics 2008-08-11 Vittorio Addona , Masoud Asgharian , David B. Wolfson

The proportional hazards (PH) model is arguably one of the most popular models used to analyze time to event data arising from clinical trials and longitudinal studies, among many others. In many such studies, the event time of interest is…

The stratified proportional intensity model generalizes Cox's proportional intensity model by allowing different groups of the population under study to have distinct baseline intensity functions. In this article, we consider the problem of…

Statistics Theory · Mathematics 2008-12-18 Amélie Detais , Jean-François Dupuy

We propose a two-stage estimation procedure for a copula-based model with semi-competing risks data, where the non-terminal event is subject to dependent censoring by the terminal event, and both events are subject to independent censoring.…

Methodology · Statistics 2024-10-28 Sakie J. Arachchige , Xinyuan Chen , Qian M. Zhou

We consider a stochastic process model with time trend and measurement error. We establish consistency and derive the limiting distributions of the maximum likelihood (ML) estimators of the covariance function parameters under a general…

Statistics Theory · Mathematics 2016-09-29 Chih-Hao Chang , Hsin-Cheng Huang , Ching-Kang Ing

The paper offers a novel unified approach to studying the accuracy of parameter estimation by the quasi likelihood method. Important features of the approach are: (1) The underlying model {is not assumed to be parametric}. (2) No conditions…

Statistics Theory · Mathematics 2009-03-11 V. Spokoiny

In this paper, we consider statistical estimation of time-inhomogeneous aggregate Markov models. Unaggregated models, which corresponds to Markov chains, are commonly used in multi-state life insurance to model the biometric states of an…

Statistics Theory · Mathematics 2023-08-11 Jamaal Ahmad , Mogens Bladt
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