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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

There are some real life issues that are exists in nature which has early failure. This type of problems can be modelled either by a complex distribution having more than one parameter or by finite mixture of some distribution. In this…

Statistics Theory · Mathematics 2024-08-30 Brijesh P. Singh , Utpal Dhar Das , Sandeep Singh

The theory of random graphs is being applied in recent years to model neural interactions in the brain. While the probabilistic properties of random graphs has been extensively studied in the literature, the development of statistical…

Applications · Statistics 2015-04-27 Andressa Cerqueira , Daniel Fraiman , Claudia D. Vargas , Florencia Leonardi

We derive generalization error bounds for traditional time-series forecasting models. Our results hold for many standard forecasting tools including autoregressive models, moving average models, and, more generally, linear state-space…

Statistics Theory · Mathematics 2022-03-18 Daniel J. McDonald , Cosma Rohilla Shalizi , Mark Schervish

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

We propose a deep generative approach to nonparametric estimation of conditional survival and hazard functions with right-censored data. The key idea of the proposed method is to first learn a conditional generator for the joint conditional…

Statistics Theory · Mathematics 2022-05-20 Xingyu Zhou , Wen Su , Changyu Liu , Yuling Jiao , Xingqiu Zhao , Jian Huang

Application of discrete-time survival methods for continuous-time survival prediction is considered. For this purpose, a scheme for discretization of continuous-time data is proposed by considering the quantiles of the estimated event-time…

Machine Learning · Statistics 2019-10-16 Håvard Kvamme , Ørnulf Borgan

A test of the null hypothesis that a hazard rate is monotone nondecreasing, versus the alternative that it is not, is proposed. Both the test statistic and the means of calibrating it are new. Unlike previous approaches, neither is based on…

Statistics Theory · Mathematics 2007-06-13 Peter Hall , Ingrid Van Keilegom

We study dynamic risk measures in a very general framework enabling to model uncertainty and processes with jumps. We previously showed the existence of a canonical equivalence class of probability measures hidden behind a given set of…

Probability · Mathematics 2010-12-30 Jocelyne Bion-Nadal , Magali Kervarec

We introduce a general class of continuous univariate distributions with positive support obtained by transforming the class of two-piece distributions. We show that this class of distributions is very flexible, easy to implement, and…

Applications · Statistics 2015-11-06 Francisco J. Rubio , Yili Hong

Datasets containing large samples of time-to-event data arising from several small heterogeneous groups are commonly encountered in statistics. This presents problems as they cannot be pooled directly due to their heterogeneity or analyzed…

Machine Learning · Statistics 2016-12-05 Alexandre Piché , Russell Steele , Ian Shrier , Stephanie Long

The generalized linear model is widely used in all areas of applied statistics and while correct asymptotic inference can be achieved under misspecification of the distributional assumptions, a correctly specified mean structure is crucial…

Methodology · Statistics 2015-07-07 Klaus K. Holst

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

We consider Bayesian nonparametric inference in the right-censoring survival model, where modeling is made at the level of the hazard rate. We derive posterior limiting distributions for linear functionals of the hazard, and then for `many'…

Statistics Theory · Mathematics 2021-06-01 Ismaël Castillo , Stéphanie van der Pas

The proportional hazards (PH), proportional odds (PO) and accelerated failure time (AFT) models have been widely used in different applications of survival analysis. Despite their popularity, these models are not suitable to handle lifetime…

Methodology · Statistics 2019-10-11 Fabio N. Demarqui , Vinicius D. Mayrink , Sujit K. Ghosh

We consider a class of semiparametric regression models which are one-parameter extensions of the Cox [J. Roy. Statist. Soc. Ser. B 34 (1972) 187-220] model for right-censored univariate failure times. These models assume that the hazard…

Statistics Theory · Mathematics 2007-06-13 Michael R. Kosorok , Bee Leng Lee , Jason P. Fine

Competing risks data arise frequently in clinical trials. When the proportional subdistribution hazard assumption is violated or two cumulative incidence function (CIF) curves cross, rather than comparing the overall treatment effects,…

Applications · Statistics 2021-06-22 Jinbao Chen , Yawen Hou , Zheng Chen

This paper introduces the generalized Hausman test as a novel method for detecting non-normality of the latent variable distribution of unidimensional Item Response Theory (IRT) models for binary data. The test utilizes the pairwise maximum…

Methodology · Statistics 2024-02-14 Lucia Guastadisegni , Silvia Cagnone , Irini Moustaki , Vassilis Vasdekis

In applied time-to-event analysis, a flexible parametric approach is to model the hazard rate as a piecewise constant function of time. However, the change points and values of the piecewise constant hazard are usually unknown and need to…

Methodology · Statistics 2024-08-08 Manuel Rosenbaum , Jan Beyersmann , Michael Vogt

This paper proposes a unified framework to quantify local and global inferential uncertainty for high dimensional nonparanormal graphical models. In particular, we consider the problems of testing the presence of a single edge and…

Machine Learning · Statistics 2015-07-01 Quanquan Gu , Yuan Cao , Yang Ning , Han Liu