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In survival analysis, Cox model is widely used for most clinical trial data. Alternatives include the additive hazard model, the accelerated failure time (AFT) model and a more general transformation model. All these models assume that the…

Methodology · Statistics 2016-03-24 Cheng Zheng , Ying Qing Chen

In this paper we address the challenges posed by non-proportional hazards and informative censoring, offering a path toward more meaningful causal inference conclusions. We start from the marginal structural Cox model, which has been widely…

Methodology · Statistics 2023-11-15 Jiyu Luo , Denise Rava , Jelena Bradic , Ronghui Xu

A standard quantitative method to access credit risk employs a factor model based on joint multivariate normal distribution properties. By extending a one-factor Gaussian copula model to make a more accurate default forecast, this paper…

Risk Management · Quantitative Finance 2020-10-07 Meng-Jou Lu , Cathy Yi-Hsuan Chen , Wolfgang Karl Härdle

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

This paper considers a proportional hazards model, which allows one to examine the extent to which covariates interact nonlinearly with an exposure variable, for analysis of lifetime data. A local partial-likelihood technique is proposed to…

Statistics Theory · Mathematics 2007-06-13 Jianqing Fan , Huazhen Lin , Yong Zhou

Medical practitioners use survival models to explore and understand the relationships between patients' covariates (e.g. clinical and genetic features) and the effectiveness of various treatment options. Standard survival models like the…

Machine Learning · Statistics 2018-03-09 Jared Katzman , Uri Shaham , Jonathan Bates , Alexander Cloninger , Tingting Jiang , Yuval Kluger

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

We use recurrent-events survival analysis techniques and methods to analyze the duration of Olympic records. The Kaplan-Meier estimator is used to perform preliminary tests and recurrent event survivor function estimators proposed by Wang &…

Applications · Statistics 2012-07-27 Elliott Hollifield , Victoria Trevino , Adam Zarn

We consider parameter estimation in a regression model corresponding to an iid sequence of censored observations of a finite state modulated renewal process. The model assumes a similar form as in Cox regression except that the baseline…

Statistics Theory · Mathematics 2007-06-13 Dorota M. Dabrowska , Wai Tung Ho

Survival competing risks models are very useful for studying the incidence of diseases whose occurrence competes with other possible diseases or health conditions. These models perform properly when working with terminal events, such as…

Applications · Statistics 2021-04-09 Fran Llopis-Cardona , Carmen Armero , Gabriel Sanfélix-Gimeno

Kernel-based multi-marker tests for survival outcomes use primarily the Cox model to adjust for covariates. The proportional hazards assumption made by the Cox model could be unrealistic, especially in the long-term follow-up. We develop a…

Methodology · Statistics 2024-01-19 Chenxi Li , Di Wu , Qing Lu

In epidemiology, identifying the effect of exposure variables in relation to a time-to-event outcome is a classical research area of practical importance. Incorporating propensity score in the Cox regression model, as a measure to control…

Methodology · Statistics 2019-06-11 Yingrui Yang , Molin Wang

Multi-state models provide an extension of the usual survival/event-history analysis setting. In the medical domain, multi-state models give the possibility of further investigating intermediate events such as relapse and remission. In this…

Methodology · Statistics 2021-06-24 D. Manevski , H. Putter , M. Pohar Perme , E. F. Bonneville , J. Schetelig , L. C. de Wreede

In this work we provide a simple estimation procedure for a general frailty model for analysis of prospective correlated failure times. Rigorous large-sample theory for the proposed estimators of both the regression coefficient vector and…

Statistics Theory · Mathematics 2007-06-13 Malka Gorfine , David M. Zucker , Li Hsu

Survival analysis is widely deployed in a diverse set of fields, including healthcare, business, ecology, etc. The Cox Proportional Hazard (CoxPH) model is a semi-parametric model often encountered in the literature. Despite its popularity,…

Machine Learning · Computer Science 2025-05-29 Chengzhi Shi , Stratis Ioannidis

Massive sized survival datasets are becoming increasingly prevalent with the development of the healthcare industry. Such datasets pose computational challenges unprecedented in traditional survival analysis use-cases. A popular way for…

Methodology · Statistics 2023-05-09 Nir Keret , Malka Gorfine

We consider the conditional treatment effect for competing risks data in observational studies. While it is described as a constant difference between the hazard functions given the covariates, we do not assume specific functional forms for…

Applications · Statistics 2021-12-28 Denise Rava , Ronghui Xu

In this work we deal with correlated failure time (age at onset) data arising from population-based case-control studies, where case and control probands are selected by population-based sampling and an array of risk factor measures is…

Statistics Theory · Mathematics 2007-06-13 Malka Gorfine , David M. Zucker , Li Hsu

In this work we present a simple estimation procedure for a general frailty model for analysis of prospective correlated failure times. Earlier work showed this method to perform well in a simulation study. Here we provide rigorous…

Statistics Theory · Mathematics 2007-06-13 David M. Zucker , Malka Gorfine , Li Hsu

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