Related papers: Comment on "Average Hazard as Harmonic Mean" by Ch…
Inter-coder agreement measures, like Cohen's kappa, correct the relative frequency of agreement between coders to account for agreement which simply occurs by chance. However, in some situations these measures exhibit behavior which make…
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 &…
It is common in medical studies that the outcome of interest is truncated by death, meaning that a subject has died before the outcome could be measured. In this case, restricted analysis among survivors may be subject to selection bias.…
The hazard ratio is one of the most commonly reported measures of treatment effect in randomised trials, yet the source of much misinterpretation. This point was made clear by (Hernan, 2010) in commentary, which emphasised that the hazard…
Caliper matching is used to estimate causal effects of a binary treatment from observational data by comparing matched treated and control units. Units are matched when their propensity scores, the conditional probability of receiving…
In epidemiological or demographic studies, with variable age at onset, a typical quantity of interest is the incidence of a disease (for example the cancer incidence). In these studies, the individuals are usually highly heterogeneous in…
Three statistical studies, all published between 2004 and 2008 but without referring to one another, assert a useful equivalence involving the hazard ratio, a parameter estimated for time to event data by the frequently used proportional…
We compare the rate of convergence to the time average of a function over an integrable Hamiltonian flow with the one obtained by a stochastic perturbation of the same flow. Precisely, we provide detailed estimates in different Fourier…
We consider estimating an expected infinite-horizon cumulative discounted cost/reward contingent on an underlying stochastic process by Monte Carlo simulation. An unbiased estimator based on truncating the cumulative cost at a random…
We derive the general analytical expressions for the statistical uncertainties of cumulants up to fourth order including an efficiency correction. The analytical expressions have been tested with a toy Monte Carlo model analysis. An…
The construction of the simultaneous confidence bands for the integrated hazard function is considered. The Nelson--Aalen estimator is used. The simultaneous confidence bands based on bootstrap methods are presented. Two methods of…
This paper develops a continuous-time filtering framework for estimating a hazard rate subject to an unobservable change-point. This framework naturally arises in both financial and insurance applications, where the default intensity of a…
Quasi-periodic responses composed of multiple base frequencies widely exist in science and engineering problems. The multiple harmonic balance (MHB) method is one of the most commonly used approaches for such problems. However, it is…
It is well known that Expected Shortfall (also called Average Value-at-Risk) is a convex risk measure, i. e. Expected Shortfall of a convex linear combination of arbitrary risk positions is not greater than a convex linear combination with…
The investor is interested in the expected return and he is also concerned about the risk and the uncertainty assumed by the investment. One of the most popular concepts used to measure the risk and the uncertainty is the variance and/or…
We consider the problem of efficient inference of the Average Treatment Effect in a sequential experiment where the policy governing the assignment of subjects to treatment or control can change over time. We first provide a central limit…
The recent paper claims that mean characteristics of chaotic orbits differ from the corresponding values averaged over the set of unstable periodic orbits, embedded in the chaotic attractor. We demonstrate that the alleged discrepancy is an…
We study the multiplicative hazards model with intermittently observed longitudinal covariates and time-varying coefficients. For such models, the existing ad hoc approach, such as the last value carried forward, is biased. We propose a…
Proximal causal inference provides a framework for estimating the average treatment effect (ATE) in the presence of unmeasured confounding by leveraging outcome and treatment proxies. Identification in this framework relies on the existence…
Results involving various mean value properties are reviewed for harmonic, biharmonic and metaharmonic functions. It is also considered how the standard mean value property can be weakened to imply harmonicity and belonging to other classes…