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Frailty models are essential tools in survival analysis for addressing unobserved heterogeneity and random effects in the data. These models incorporate a random effect, the frailty, which is assumed to impact the hazard rate…

Statistics Theory · Mathematics 2025-04-01 Jorge Yslas

In this work we deal with correlated failure time (age at onset) data arising from population-based case-control studies, where case and control probands are selected by population-based sampling and an array of risk factor measures is…

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

Single-index models or time-to-event models are frequently applied in empirical research. These models are non-identifiable in presence of unknown (dependent) censoring or competing risks and do not give informative results in empirical…

Methodology · Statistics 2026-03-25 Jia-Han Shih , Simon M. S. Lo , Ralf A. Wilke

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

This paper is concerned with inference in threshold regression models when the practitioners do not know whether at the threshold point the true specification has a kink or a jump. We nest previous works that assume either continuity or…

Statistics Theory · Mathematics 2020-01-15 Javier Hidalgo , Jungyoon Lee , Myung Hwan Seo

This paper presents a functional linear Cox regression model with frailty to tackle unobserved heterogeneity in survival data with functional covariates. While traditional Cox models are common, they struggle to incorporate frailty effects…

Methodology · Statistics 2025-01-14 Deniz Inan , Ufuk Beyaztas , Carmen D. Tekwe , Xiwei Chen , Roger S. Zoh

In this work a method to regularize Cox frailty models is proposed that accommodates time-varying covariates and time-varying coefficients and is based on the full instead of the partial likelihood. A particular advantage in this framework…

Methodology · Statistics 2020-04-01 Maike Hohberg , Andreas Groll

The Cox proportional hazards model is ubiquitous in the analysis of time-to-event data. However, when the data dimension p is comparable to the sample size $N$, maximum likelihood estimates for its regression parameters are known to be…

Methodology · Statistics 2020-01-08 M Sheikh , A. C. C. Coolen

Inference on the parametric part of a semiparametric model is no trivial task. If one approximates the infinite dimensional part of the semiparametric model by a parametric function, one obtains a parametric model that is in some sense…

Statistics Theory · Mathematics 2025-09-23 Adam Lee , Emil A. Stoltenberg , Per A. Mykland

Semiparametric regression offers a flexible framework for modeling non-linear relationships between a response and covariates. A prime example are generalized additive models where splines (say) are used to approximate non-linear functional…

Statistics Theory · Mathematics 2018-10-05 Francis K. C. Hui , Chong You , Han Lin Shang , Samuel Müller

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

The hazard ratio from the Cox proportional hazards model is a ubiquitous summary of treatment effect. However, when hazards are non-proportional, the hazard ratio can lose a stable causal interpretation and become study-dependent because it…

Methodology · Statistics 2026-02-17 Xiang Meng , Lu Tian , Kenneth Kehl , Hajime Uno

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

In this paper we address the challenges posed by non-proportional hazards and informative censoring, offering a path toward more meaningful causal inference conclusions. We start from the marginal structural Cox model, which has been widely…

Methodology · Statistics 2023-11-15 Jiyu Luo , Denise Rava , Jelena Bradic , Ronghui Xu

We study parametric inference on a rich class of hazard regression models in the presence of right-censoring. Previous literature has reported some inferential challenges, such as multimodal or flat likelihood surfaces, in this class of…

Methodology · Statistics 2023-05-10 F. J. Rubio , J. A. Espindola , J. A. Montoya

The ratio of the hazard functions of two populations or two strata of a single population plays an important role in time-to-event analysis. Cox regression is commonly used to estimate the hazard ratio under the assumption that it is…

Methodology · Statistics 2022-07-13 Yujian Wu , Ted Westling

The identification of causal effects in observational studies typically relies on two standard assumptions: unconfoundedness and overlap. However, both assumptions are often questionable in practice: unconfoundedness is inherently…

Methodology · Statistics 2025-09-17 Han Cui , Xinran Li

Beta regression models are employed to model continuous response variables in the unit interval, like rates, percentages, or proportions. Their applications rise in several areas, such as medicine, environment research, finance, and natural…

Methodology · Statistics 2026-05-15 Yuri S. Maluf , Silvia L. P. Ferrari , Francisco F. Queiroz

This paper develops an approach to inference in a linear regression model when the number of potential explanatory variables is larger than the sample size. The approach treats each regression coefficient in turn as the interest parameter,…

Methodology · Statistics 2022-11-14 Heather S. Battey , Nancy Reid

We are interested in the problem of robust parametric estimation of a density from $n$ i.i.d. observations. By using a practice-oriented procedure based on robust tests, we build an estimator for which we establish non-asymptotic risk…

Statistics Theory · Mathematics 2016-03-31 Mathieu Sart