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Related papers: Dynamic likelihood hazard rate estimation

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Continuous-time multi-state survival models can be used to describe health-related processes over time. In the presence of interval-censored times for transitions between the living states, the likelihood is constructed using transition…

Methodology · Statistics 2017-03-24 Robson J. M. Machado , Ardo van den Hout

For estimating conditional survival functions, non-parametric estimators can be preferred to parametric and semi-parametric estimators due to relaxed assumptions that enable robust estimation. Yet, even when misspecified, parametric and…

Methodology · Statistics 2014-12-23 Andrew Wey , John Connett , Kyle Rudser

Smooth backfitting has proven to have a number of theoretical and practical advantages in structured regression. Smooth backfitting projects the data down onto the structured space of interest providing a direct link between data and…

Statistics Theory · Mathematics 2020-02-07 Munir Hiabu , Enno Mammen , Maria Dolores Martinez-Miranda , Jens Perch Nielsen

We develop a maximum likelihood estimating approach for time-to-event Weibull regression models with outcome-dependent sampling, where sampling of subjects is dependent on the residual fraction of the time left to developing the event of…

Applications · Statistics 2014-08-01 Brian D. M. Tom , Vernon T. Farewell , Sheila M. Bird

In this paper, we develop statistical inference techniques for the unknown coefficient functions and single-index parameters in single-index varying-coefficient models. We first estimate the nonparametric component via the local linear…

Statistics Theory · Mathematics 2012-07-26 Liugen Xue , Qihua Wang

Hazard ratios are often used to evaluate time to event outcomes, but they may be hard to interpret. A particular issue arise because hazards are typically estimated conditional on survival, i.e.\ on left truncated samples. Then, hazard…

Methodology · Statistics 2018-03-23 Mats Julius Stensrud

Semiparametric exponential family proposed by Ning et al. (2017) is an extension of the parametric exponential family to the case with a nonparametric base measure function. Such a distribution family has potential application in some areas…

Methodology · Statistics 2017-12-01 Lu Lin , Lili Liu , Xia Cui

The validity of estimation and smoothing parameter selection for the wide class of generalized additive models for location, scale and shape (GAMLSS) relies on the correct specification of a likelihood function. Deviations from such…

Methodology · Statistics 2019-11-14 William H. Aeberhard , Eva Cantoni , Giampiero Marra , Rosalba Radice

We introduce a semi-parametric Bayesian model for survival analysis. The model is centred on a parametric baseline hazard, and uses a Gaussian process to model variations away from it nonparametrically, as well as dependence on covariates.…

Machine Learning · Statistics 2016-11-04 Tamara Fernández , Nicolás Rivera , Yee Whye Teh

The complexity of semiparametric models poses new challenges to statistical inference and model selection that frequently arise from real applications. In this work, we propose new estimation and variable selection procedures for the…

Statistics Theory · Mathematics 2011-03-09 Bo Kai , Runze Li , Hui Zou

This paper proposes a decorrelation-based approach to test hypotheses and construct confidence intervals for the low dimensional component of high dimensional proportional hazards models. Motivated by the geometric projection principle, we…

Machine Learning · Statistics 2014-12-17 Ethan X. Fang , Yang Ning , Han Liu

The method of estimation in Scott and Wild (Biometrika 84 (1997) 57--71 and J. Statist. Plann. Inference 96 (2001) 3--27) uses a reparametrization of the profile likelihood that often reduces the computation times dramatically. Showing the…

Statistics Theory · Mathematics 2012-05-10 Yuichi Hirose , Alan Lee

A variance reduction technique in nonparametric smoothing is proposed: at each point of estimation, form a linear combination of a preliminary estimator evaluated at nearby points with the coefficients specified so that the asymptotic bias…

Statistics Theory · Mathematics 2007-08-22 Ming-Yen Cheng , Liang Peng , Jyh-Shyang Wu

In this paper, a practical estimation method for a regression model is proposed using semiparametric efficient score functions applicable to data with various shapes of errors. First, I derive semiparametric efficient score vectors for a…

Methodology · Statistics 2023-01-23 Mijeong Kim

The use of massive survival data has become common in survival analysis. In this study, a subsampling algorithm is proposed for the Cox proportional hazards model with time-dependent covariates when the sample is extraordinarily large but…

Computation · Statistics 2023-02-07 Nan Qiao , Wangcheng Li , Feng Xiao , Cunjie Lin , Yong Zhou

Dynamical models of cognition play an increasingly important role in driving theoretical and experimental research in psychology. Therefore, parameter estimation, model analysis and comparison of dynamical models are of essential…

In this paper, we propose a suboptimal moving horizon estimator for a general class of nonlinear systems. For the stability analysis, we transfer the "feasibility-implies-stability/robustness" paradigm from model predictive control to the…

Systems and Control · Electrical Eng. & Systems 2022-07-18 Julian D. Schiller , Matthias A. Müller

A class of estimating functions is introduced for the regression parameter of the Cox proportional hazards model to allow unknown failure statuses on some study subjects. The consistency and asymptotic normality of the resulting estimators…

Statistics Theory · Mathematics 2007-08-22 Irene Gijbels , Danyu Lin , Zhiliang Ying

The usual parametric models for survival data are of the following form. Some parametrically specified hazard rate $\alpha(s,\theta)$ is assumed for possibly censored random life times $X_1^0,\ldots,X_n^0$; one observes only…

Methodology · Statistics 2026-03-25 Nils Lid Hjort

In this paper, a new three-parameter lifetime distribution is introduced and many of its standard properties are discussed. These include shape of the probability density function, hazard rate function and its shape, quantile function,…

Methodology · Statistics 2013-08-21 Min Wang
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