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This paper is concerned with modeling the dependence structure of two (or more) time-series in the presence of a (possible multivariate) covariate which may include past values of the time series. We assume that the covariate influences…

Statistics Theory · Mathematics 2018-12-11 Natalie Neumeyer , Marek Omelka , Sarka Hudecova

We propose a generalized win fraction regression framework for prioritized composite survival outcomes. The framework models the conditional win fraction through a chosen link function (including identity, logit, or probit), thereby…

Methodology · Statistics 2026-04-08 Zhiqiang Cao , Xi Fang , Fan Li

In survival analysis, subjects often face competing risks; for example, individuals with cancer may also suffer from heart disease or other illnesses, which can jointly influence the prognosis of risks and censoring. Traditional survival…

Machine Learning · Statistics 2025-03-12 Xin Liu , Weijia Zhang , Min-Ling Zhang

We are studying the problems of modeling and inference for multivariate count time series data with Poisson marginals. The focus is on linear and log-linear models. For studying the properties of such processes we develop a novel conceptual…

Methodology · Statistics 2017-04-10 Paul Doukhan , Konstantinos Fokianos , Bård Støve , Dag Tjøstheim

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 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

Motivated by empirical studies investigating treatment effects in survival analysis, we propose a bivariate transformation model to quantify the impact of a binary treatment on a time-to-event outcome. The model equations are connected…

Methodology · Statistics 2025-02-03 Giampiero Marra , Rosalba Radice

The semiparametric accelerated failure time (AFT) model offers a direct and interpretable alternative to the Cox proportional hazards model, yet practical diagnostic tools for this framework remain limited. We introduce afttest, an R…

Computation · Statistics 2026-03-09 Woojung Bae , Dongrak Choi , Jun Yan , Sangwook Kang

As the meta-analysis of more than one diagnostic tests can impact clinical decision making and patient health, there is an increasing body of research in models and methods for meta-analysis of studies comparing multiple diagnostic tests.…

Methodology · Statistics 2021-05-11 Aristidis K. Nikoloulopoulos

In many time-to-event studies, the event of interest is recurrent. Here, the data for each sample unit corresponds to a series of gap times between the subsequent events. Given a limited follow-up period, the last gap time might be…

Methodology · Statistics 2018-02-28 Nicole Barthel , Candida Geerdens , Claudia Czado , Paul Janssen

Gradient boosting algorithms construct a regression predictor using a linear combination of ``base learners''. Boosting also offers an approach to obtaining robust non-parametric regression estimators that are scalable to applications with…

Methodology · Statistics 2020-08-11 Xiaomeng Ju , Matías Salibián-Barrera

Joint modelling of longitudinal observations and event times continues to remain a topic of considerable interest in biomedical research. For example, in HIV studies, the longitudinal bio-marker such as CD4 cell count in a patient's blood…

Methodology · Statistics 2024-07-19 Srimanti Dutta , Arindom Chakraborty , Dipankar Bandyopadhyay

We evaluate the significance of a recently proposed bivariate jump-diffusion model for a data-driven characterization of interactions between complex dynamical systems. For various coupled and non-coupled jump-diffusion processes, we find…

Data Analysis, Statistics and Probability · Physics 2021-05-26 Esra Aslim , Thorsten Rings , Lina Zabawa , Klaus Lehnertz

In this paper, we derive the joint distribution of progression-free and overall survival as a function of transition probabilities in a multistate model. No assumptions on copulae or latent event times are needed and the model is allowed to…

Methodology · Statistics 2018-10-26 Matthias Meller , Jan Beyersmann , Kaspar Rufibach

In many fields of study, we only observe lower bounds on the true response value of some experiments. When fitting a regression model to predict the distribution of the outcomes, we cannot simply drop these right-censored observations, but…

Artificial Intelligence · Computer Science 2020-09-30 Katharina Eggensperger , Kai Haase , Philipp Müller , Marius Lindauer , Frank Hutter

In this study, we address the challenge of survival analysis within heterogeneous patient populations, where traditional reliance on a single regression model such as the Cox proportional hazards (Cox PH) model often falls short.…

Methodology · Statistics 2025-04-15 Ahmad Talafha

To increase statistical efficiency in a randomized experiment, researchers often use stratification (i.e., blocking) in the design stage. However, conventional practices of stratification fail to exploit valuable information about the…

Methodology · Statistics 2025-10-28 Zikai Li

Restricted mean survival time (RMST) offers a compelling nonparametric alternative to hazard ratios for right-censored time-to-event data, particularly when the proportional hazards assumption is violated. By capturing the total event-free…

Methodology · Statistics 2025-01-28 Jinghao Sun , Douglas E. Schaubel , Eric J. Tchetgen Tchetgen

The mean residual life function is a key functional for a survival distribution. It has a practically useful interpretation as the expected remaining lifetime given survival up to a particular time point, and it also characterizes the…

Methodology · Statistics 2018-10-11 Valerie Poynor , Athanasios Kottas

Cohort studies of the onset of a disease often encounter left-truncation on the event time of interest in addition to right-censoring due to variable enrollment times of study participants. Analysis of such event time data can be biased if…

Methodology · Statistics 2025-04-11 Spencer Matthews , Bin Nan
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