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Quite often, we observe reliability data with two failure modes that may influence each other, resulting in a setting of dependent failure modes. Here, we discuss modelling of censored reliability data with two dependent failure modes by…

Methodology · Statistics 2024-06-07 Aakash Agrawal , Debanjan Mitra , Ayon Ganguly

We propose a new methodology based on the Marshall-Olkin (MO) copula to model cross-border systemic risk. The proposed framework estimates the impact of the systematic and idiosyncratic components on systemic risk. Initially, we propose a…

Risk Management · Quantitative Finance 2014-11-06 Raffaella Calabrese , Silvia Osmetti

This paper considers the problem of inferring the causal effect of a variable $Z$ on a dependently censored survival time $T$. We allow for unobserved confounding variables, such that the error term of the regression model for $T$ is…

Statistics Theory · Mathematics 2024-10-02 Gilles Crommen , Jad Beyhum , Ingrid Van Keilegom

In this article, we consider statistical inference based on dependent competing risks data from Marshall-Olkin bivariate Weibull distribution. The maximum likelihood estimates of the unknown model parameters have been computed by using the…

Methodology · Statistics 2023-04-20 Subhankar Dutta , Suchandan Kayal

This paper introduces an assumption-lean method that constructs valid and efficient lower predictive bounds (LPBs) for survival times with censored data. We build on recent work by Cand\`es et al. (2021), whose approach first subsets the…

Methodology · Statistics 2023-11-08 Yu Gui , Rohan Hore , Zhimei Ren , Rina Foygel Barber

In many public health problems, an important goal is to identify the effect of some treatment/intervention on the risk of failure for the whole population. A marginal proportional hazards regression model is often used to analyze such an…

Statistics Theory · Mathematics 2007-06-13 Donglin Zeng

The generalized Marshall-Olkin Lomax distribution is introduced, and its properties are easily obtained from those of the Lomax distribution. A regression model for censored data is proposed. The parameters are estimated through maximum…

Statistics Theory · Mathematics 2025-10-16 Alexsandro A. Ferreira , Gauss M. Cordeiro

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

In this paper, we propose a flexible model for survival analysis using neural networks along with scalable optimization algorithms. One key technical challenge for directly applying maximum likelihood estimation (MLE) to censored data is…

Machine Learning · Statistics 2021-12-07 Weijing Tang , Jiaqi Ma , Qiaozhu Mei , Ji Zhu

A characteristic feature of time-to-event data analysis is possible censoring of the event time. Most of the statistical learning methods for handling censored data are limited by the assumption of independent censoring, even if this can…

Methodology · Statistics 2022-10-27 Alise Danielle Midtfjord , Riccardo De Bin , Arne Bang Huseby

In this paper, we obtain general representations for the joint distributions and copulas of arbitrary dependent random variables absolutely continuous with respect to the product of given one-dimensional marginal distributions. The…

Statistics Theory · Mathematics 2016-08-16 Victor H. de la Peña , Rustam Ibragimov , Shaturgun Sharakhmetov

Recently, a growing amount interest is quite evident in modelling dependent competing risks in life time prognosis problem. In this work, we propose to model the dependent competing risks by Marshal-Olkin bivariate exponential distribution.…

Applications · Statistics 2022-10-13 Shuvashree Mondal , Shanya Baghel

Our objective is to construct well-calibrated prediction sets for a time-to-event outcome subject to right-censoring with guaranteed coverage. Inspired by modern conformal inference, our approach avoids the need for a well-specified…

Methodology · Statistics 2026-01-27 Rebecca Farina , Eric J. Tchetgen Tchetgen , Arun Kumar Kuchibhotla

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

Seaman and Keogh (Biometrical Journal 2024) proposed a method for simulating data compatible with a marginal structural model (MSM) for the hazard of a survival time outcome. In this short report, I propose two extensions of this method.…

Methodology · Statistics 2025-08-22 Shaun R Seaman

We propose a semiparametric model to study the effect of covariates on the distribution of a censored event time while making minimal assumptions about the censoring mechanism. The result is a partially identified model, in the sense that…

Methodology · Statistics 2025-03-19 Ilias Willems , Jad Beyhum , Ingrid Van Keilegom

We propose a censored quantile regression estimator motivated by unbiased estimating equations. Under the usual conditional independence assumption of the survival time and the censoring time given the covariates, we show that the proposed…

Statistics Theory · Mathematics 2013-02-04 Chenlei Leng , Xingwei Tong

We calculate finite sample and asymptotic distributions for the largest censored and uncensored survival times, and some related statistics, from a sample of survival data generated according to an iid censoring model. These statistics are…

Statistics Theory · Mathematics 2021-09-14 Ross Maller , Sidney Resnick , Soudabeh Shemehsavar

The pseudo-observations approach has been gaining popularity as a method to estimate covariate effects on censored survival data. It is used regularly to estimate covariate effects on quantities such as survival probabilities, restricted…

Methodology · Statistics 2024-12-06 Yael Travis-Lumer , Micha Mandel , Rebecca A. Betensky

The conditional survival function of a time-to-event outcome subject to censoring and truncation is a common target of estimation in survival analysis. This parameter may be of scientific interest and also often appears as a nuisance in…

Methodology · Statistics 2024-08-20 Charles J. Wolock , Peter B. Gilbert , Noah Simon , Marco Carone