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In recent years, improvements in all-cause mortality rates and life expectancies for males and females in England and Wales have slowed down. In this paper, cause-specific mortality data for England and Wales from 2001 to 2018 are used to…

Applications · Statistics 2022-10-25 Alexander M. T. L. Yiu , Torsten Kleinow , George Streftaris

This paper describes a general approach for stochastic modeling of assets returns and liability cash-flows of a typical pensions insurer. On the asset side, we model the investment returns on equities and various classes of fixed-income…

Risk Management · Quantitative Finance 2020-05-27 Sergio Alvares Maffra , John Armstrong , Teemu Pennanen

Cause-of-death data is fundamental for understanding population health trends and inequalities as well as designing and evaluating public health interventions. A significant proportion of global deaths, particularly in low- and…

Applications · Statistics 2025-02-04 Yu Zhu , Zehang Richard Li

Compositional data are commonly known as multivariate observations carrying relative information. Even though the case of vector or even two-factorial compositional data (compositional tables) is already well described in the literature,…

Methodology · Statistics 2022-01-26 Kamila Fačevicová , Peter Filzmoser , Karel Hron

In this paper, we distinguish between two kinds of compositional data sets: elementary and aggregate. This fact will help us to decide the choice of the weights to use in log interaction analysis of aggregate compositional vectors. We show…

Applications · Statistics 2023-01-27 Vartan Choulakian , Jules De Tibeiro , Pasquale Sarnacchiaro

Functional data that are nonnegative and have a constrained integral can be considered as samples of one-dimensional density functions. Such data are ubiquitous. Due to the inherent constraints, densities do not live in a vector space and,…

Statistics Theory · Mathematics 2016-01-13 Alexander Petersen , Hans-Georg Müller

Since survival data occur over time, often important covariates that we wish to consider also change over time. Such covariates are referred as time-dependent covariates. Quantile regression offers flexible modeling of survival data by…

Methodology · Statistics 2014-05-01 Malka Gorfine , Yair Goldberg , Yaacov Ritov

High-frequency death counts are now widely available and contain timely information about intra-year mortality dynamics, but most stochastic mortality models are still estimated on annual data and therefore update only when annual totals…

Econometrics · Economics 2026-01-12 Runze Li , Rui Zhou , David Pitt

The factor modeling for high-dimensional time series is powerful in discovering latent common components for dimension reduction and information extraction. Most available estimation methods can be divided into two categories: the…

Methodology · Statistics 2026-05-26 Xinghao Qiao , Zihan Wang , Qiwei Yao , Bo Zhang

Background: Incidence of adverse outcome events rises as patients with advanced illness approach end-of-life. Exposures that tend to occur near end-of-life, e.g., use of wheelchair, oxygen therapy and palliative care, may therefore be found…

Traditional methods for the analysis of compositional data consider the log-ratios between all different pairs of variables with equal weight, typically in the form of aggregated contributions. This is not meaningful in contexts where it is…

Methodology · Statistics 2022-01-27 Christopher Rieser , Peter Filzmoser

Compositional observations are an increasingly prevalent data source in spatial statistics. Analysis of such data is typically done on log-ratio transformations or via Dirichlet regression. However, these approaches often make unnecessarily…

Methodology · Statistics 2025-05-27 Michael R. Schwob , Mevin B. Hooten , Nicholas M. Calzada , Timothy H. Keitt

The study of immune cellular composition has been of great scientific interest in immunology because of the generation of multiple large-scale data. From the statistical point of view, such immune cellular data should be treated as…

Applications · Statistics 2022-04-22 Jinkyung Yoo , Zequn Sun , Michael Greenacre , Qin Ma , Dongjun Chung , Young Min Kim

We extend conformal prediction methodology beyond the case of exchangeable data. In particular, we show that a weighted version of conformal prediction can be used to compute distribution-free prediction intervals for problems in which the…

Methodology · Statistics 2020-07-08 Ryan J. Tibshirani , Rina Foygel Barber , Emmanuel J. Candes , Aaditya Ramdas

The joint modeling of longitudinal and time-to-event data is an active area of statistics research that has received a lot of attention in the recent years. More recently, a new and attractive application of this type of models has been to…

In the context of functional data analysis, probability density functions as non-negative functions are characterized by specific properties of scale invariance and relative scale which enable to represent them with the unit integral…

Numerical Analysis · Mathematics 2019-12-19 Jitka Machalova , Renata Talska , Karel Hron , Ales Gaba

This paper provides insight into when, why, and how forecast strategies fail when they are applied to complicated time series. We conjecture that the inherent complexity of real-world time-series data---which results from the dimension,…

Information Theory · Computer Science 2014-11-24 Joshua Garland , Ryan James , Elizabeth Bradley

Composite endpoints are commonly used with an anticipation that clinically relevant endpoints as a whole would yield meaningful treatment benefits. The win ratio is a rank-based statistic to summarize composite endpoints, allowing…

Methodology · Statistics 2022-12-14 Di Zhang , Stephen R. Wisniewski , Jong-Hyeon Jeong

Functional Data Analysis represents a field of growing interest in statistics. Despite several studies have been proposed leading to fundamental results, the problem of obtaining valid and efficient prediction sets has not been thoroughly…

Methodology · Statistics 2021-04-13 Jacopo Diquigiovanni , Matteo Fontana , Simone Vantini

Joint models for longitudinal and time-to-event data have seen many developments in recent years. Though spatial joint models are still rare and the traditional proportional hazards formulation of the time-to-event part of the model is…

Methodology · Statistics 2024-06-25 Anja Rappl , Thomas Kneib , Stefan Lang , Elisabeth Bergherr
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