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We investigate the performance of model based bootstrap methods for constructing point-wise confidence intervals around the survival function with interval censored data. We show that bootstrapping from the nonparametric maximum likelihood…

Methodology · Statistics 2013-12-24 Bodhisattva Sen , Gongjun Xu

Survival analysis often relies on Cox models, assuming both linearity and proportional hazards (PH). This study evaluates machine and deep learning methods that relax these constraints, comparing their performance with penalized Cox models…

Machine Learning · Computer Science 2025-10-21 Ivan Rossi , Flavio Sartori , Cesare Rollo , Giovanni Birolo , Piero Fariselli , Tiziana Sanavia

This paper investigates the (in)-consistency of various bootstrap methods for making inference on a change-point in time in the Cox model with right censored survival data. A criterion is established for the consistency of any bootstrap…

Methodology · Statistics 2013-08-01 Gongjun Xu , Bodhisattva Sen , Zhiliang Ying

For sparse high-dimensional regression problems, Cox and Battey [1, 9] emphasised the need for confidence sets of models: an enumeration of those small sets of variables that fit the data equivalently well in a suitable statistical sense.…

Methodology · Statistics 2025-06-10 R. M. Lewis , H. S. Battey

Many partial identification problems can be characterized by the optimal value of a function over a set where both the function and set need to be estimated by empirical data. Despite some progress for convex problems, statistical inference…

Methodology · Statistics 2022-08-31 Matthew Tudball , Rachael Hughes , Kate Tilling , Jack Bowden , Qingyuan Zhao

Three-dimensional panel models are widely used in empirical analysis. Researchers use various combinations of fixed effects for three-dimensional panels. When one imposes a parsimonious model and the true model is rich, then it incurs…

Econometrics · Economics 2019-05-02 Harold D. Chiang , Joel Rodrigue , Yuya Sasaki

Factorial survival designs with right-censored observations are commonly inferred by Cox regression and explained by means of hazard ratios. However, in case of non-proportional hazards, their interpretation can become cumbersome;…

Methodology · Statistics 2020-06-26 Marc Ditzhaus , Dennis Dobler , Markus Pauly

In the analysis of survival data, it is usually assumed that any unit will experience the event of interest if it is observed for a sufficient long time. However, one can explicitly assume that an unknown proportion of the population under…

Methodology · Statistics 2014-05-15 Vincent Bremhorst , Philippe Lambert

Existing survival analysis techniques heavily rely on strong modelling assumptions and are, therefore, prone to model misspecification errors. In this paper, we develop an inferential method based on ideas from conformal prediction, which…

Methodology · Statistics 2023-04-25 Emmanuel J. Candès , Lihua Lei , Zhimei Ren

Among the most popular variable selection procedures in high-dimensional regression, Lasso provides a solution path to rank the variables and determines a cut-off position on the path to select variables and estimate coefficients. In this…

Methodology · Statistics 2018-06-19 X. Jessie Jeng , Huimin Peng , Wenbin Lu

In machine learning, the selection of a promising model from a potentially large number of competing models and the assessment of its generalization performance are critical tasks that need careful consideration. Typically, model selection…

Machine Learning · Statistics 2023-02-06 Pascal Rink , Werner Brannath

In clinical or epidemiological follow-up studies, methods based on time scale indicators such as the restricted mean survival time (RMST) have been developed to some extent. Compared with traditional hazard rate indicator system methods,…

Methodology · Statistics 2022-05-26 Chengfeng Zhang , Hongji Wu , Baoyi Huang , Hao Yuan , Yawen Hou , Zheng Chen

We consider a class of semiparametric regression models which are one-parameter extensions of the Cox [J. Roy. Statist. Soc. Ser. B 34 (1972) 187-220] model for right-censored univariate failure times. These models assume that the hazard…

Statistics Theory · Mathematics 2007-06-13 Michael R. Kosorok , Bee Leng Lee , Jason P. Fine

Cox proportional hazards model is one of the most popular models in biomedical data analysis. There have been continuing efforts to improve the flexibility of such models for complex signal detection, for example, via additive functions.…

Methodology · Statistics 2022-05-25 Boyi Guo , Nengjun Yi

In statistics, time-to-event analysis methods traditionally focus on the estimation of hazards. In recent years, machine learning methods have been proposed to directly predict the event times. We propose a method based on vine copula…

Methodology · Statistics 2021-11-16 Shenyi Pan , Harry Joe

The Cox regression model is a commonly used model in survival analysis. In public health studies, clinical data are often collected from medical service providers of different locations. There are large geographical variations in the…

Applications · Statistics 2021-07-30 Jinjian Mu , Qingyang Liu , Lynn Kuo , Guanyu Hu

This paper studies identification and inference in transformation models with endogenous censoring. Many kinds of duration models, such as the accelerated failure time model, proportional hazard model, and mixed proportional hazard model,…

Econometrics · Economics 2021-07-05 Shosei Sakaguchi

Most prediction models that are used in medical research fail to accurately predict health outcomes due to methodological limitations. Using routinely collected patient data, we explore the use of a Cox proportional hazard (PH) model within…

Methodology · Statistics 2019-07-19 John Mbotwa , Marc de Kamps , Paul D. Baxter , Mark S. Gilthorpe

This paper considers generalized linear models in the presence of many controls. We lay out a general methodology to estimate an effect of interest based on the construction of an instrument that immunize against model selection mistakes…

Methodology · Statistics 2017-10-05 Alexandre Belloni , Victor Chernozhukov , Ying Wei

This paper provides guidance for researchers with some mathematical background on the conduct of time-to-event analysis in observational studies based on intensity (hazard) models. Discussions of basic concepts like time axis, event…

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