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In order to improve the already existing models that are used extensively in bio sciences and applied sciences research, a new class of Weighted Power function distribution (WPFD) has been proposed with its various properties and different…

Other Statistics · Statistics 2020-08-03 Azam Zaka , Ahmad Saeed Akhter , Riffat Jabeen

In this work we provide a simple estimation procedure for a general frailty model for analysis of prospective correlated failure times. Rigorous large-sample theory for the proposed estimators of both the regression coefficient vector and…

Statistics Theory · Mathematics 2007-06-13 Malka Gorfine , David M. Zucker , Li Hsu

Statistical estimation and inference for marginal hazard models with varying coefficients for multivariate failure time data are important subjects in survival analysis. A local pseudo-partial likelihood procedure is proposed for estimating…

Statistics Theory · Mathematics 2009-09-29 Jianwen Cai , Jianqing Fan , Haibo Zhou , Yong Zhou

We address the problem of survival regression modelling with multivariate responses and nonlinear covariate effects. Our model extends the proportional hazards model by introducing several weakly-parametric elements: the marginal baseline…

Methodology · Statistics 2025-10-16 Na Lei , Mark A. Wolters , Wenqing He

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…

Mathematical Finance · Quantitative Finance 2026-01-12 Matteo Buttarazzi , Claudia Ceci

In this paper, we propose a flexible cure rate model with frailty term in latent risk, which is obtained by incorporating a frailty term in risk function of latent competing causes. The number of competing causes of the event of interest…

We present neural frailty machine (NFM), a powerful and flexible neural modeling framework for survival regressions. The NFM framework utilizes the classical idea of multiplicative frailty in survival analysis to capture unobserved…

Machine Learning · Computer Science 2023-10-05 Ruofan Wu , Jiawei Qiao , Mingzhe Wu , Wen Yu , Ming Zheng , Tengfei Liu , Tianyi Zhang , Weiqiang Wang

This article presents a new class of generalized transmuted lifetime distributions which includes a large number of lifetime distributions as sub-family. Several important mathematical quantities such as density function, distribution…

Methodology · Statistics 2024-05-21 Alok Kumar Pandey , Alam Ali , Ashok Kumar Pathak

This paper compares six different parameter estimation methods for shared frailty models via a series of simulation studies. A shared frailty model is a survival model that incorporates a random effect term, where the frailties are common…

Methodology · Statistics 2023-11-21 Tingxuan Wu , Cindy Feng , Longhai Li

In this paper, we study a functional regression setting where the random response curve is unobserved, and only its dichotomized version observed at a sequence of correlated binary data is available. We propose a practical computational…

Methodology · Statistics 2020-12-07 Fatemeh Asgari , Mohammad Hossein Alamatsaz , Valeria Vitelli , Saeed Hayati

Proportional mean residual life model is studied for analysing survival data from the case-cohort design. To simultaneously estimate the regression parameters and the baseline mean residual life function, weighted estimating equations based…

Statistics Theory · Mathematics 2019-01-18 Huijuan Ma , Jianhua Shi , Yong Zhou

Hazard rate functions of natural and manufactured systems often show a bathtub shaped failure rate. A high early rate of failures is followed by an extended period of useful working life where failures are rare, and finally the failure rate…

Applications · Statistics 2023-05-16 Richard Arnold , Stefanka Chukova , Yu Hayakawa

In survival studies it is important to record the values of key longitudinal covariates until the occurrence of event of a subject. For this reason, it is essential to study the association between longitudinal and time-to-event outcomes…

Methodology · Statistics 2021-06-09 Khandoker Akib Mohammad , Yuichi Hirose , Yuan Yao , Budhi Surya

A population-averaged additive subdistribution hazards model is proposed to assess the marginal effects of covariates on the cumulative incidence function and to analyze correlated failure time data subject to competing risks. This approach…

Methodology · Statistics 2023-08-23 Xinyuan Chen , Denise Esserman , Fan Li

The lifetime behaviour of loans is notoriously difficult to model, which can compromise a bank's financial reserves against future losses, if modelled poorly. Therefore, we present a data-driven comparative study amongst three techniques in…

Risk Management · Quantitative Finance 2026-04-22 Arno Botha , Tanja Verster , Roland Breedt

In this paper, we first propose a new extended mixture model of residual lifetime distributions. We show that this model is suitable in modeling residual lifetime in some practical situations. Several closure properties of some well-known…

Methodology · Statistics 2014-12-31 M. Kayid , S. Izadkhah

A new probability distribution to study lifetime data in reliability is introduced in this paper. This one is a first approach to a non-homogeneous phase-type distribution. It is built by considering one cut-point in the non-negative…

Methodology · Statistics 2025-01-15 Christian Acal , Juan Eloy Ruiz-Castro , David Maldonado , Juan B. Roldán

The accelerated failure time (AFT) model is widely used to analyze relationships between variables in the presence of censored observations. However, this model relies on some assumptions such as the error distribution, which can lead to…

Methodology · Statistics 2026-02-10 Sangkon Oh , Hyunjae Lee , Sangwook Kang , Byungtae Seo

We propose a novel deep learning approach to nonparametric statistical inference for the conditional hazard function of survival time with right-censored data. We use a deep neural network (DNN) to approximate the logarithm of a conditional…

Methodology · Statistics 2024-10-24 Wen Su , Kin-Yat Liu , Guosheng Yin , Jian Huang , Xingqiu Zhao

We introduce a general framework for regression in the errors-in-variables regime, allowing for full flexibility about the dimensionality of the data, observational error probability density types, the (nonlinear) model type and the…

Methodology · Statistics 2024-11-19 Wolfgang Hoegele , Sarah Brockhaus