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Survival analysis provides a well-established framework for modeling time-to-event data, with hazard and survival functions formally defined as population-level quantities. In applied work, however, these quantities are often interpreted as…

Methodology · Statistics 2026-03-26 Xijia Liu

Frailty and resilience models provide a way to introduce random effects in hazard and reversed hazard rate modeling by random variables, called frailty and resilience random variables, respectively, to account for unobserved or unexplained…

Statistics Theory · Mathematics 2022-09-20 Arindam Panja , Pradip Kundu , Biswabrata Pradhan

We introduce a class of semiparametric time series models by assuming a quasi-likelihood approach driven by a latent factor process. More specifically, given the latent process, we only specify the conditional mean and variance of the time…

Methodology · Statistics 2021-04-02 Gisele O. Maia , Wagner Barreto-Souza , Fernando S. Bastos , Hernando Ombao

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

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…

Semiparametric accelerated failure time (AFT) models directly relate the predicted failure times to covariates and are a useful alternative to models that work on the hazard function or the survival function. For case-cohort data, much less…

Computation · Statistics 2022-12-15 Steven Chiou , Sangwook Kang , Jun Yan

An emerging challenge for time-to-event data is studying semi-competing risks, namely when two event times are of interest: a non-terminal event time (e.g. age at disease diagnosis), and a terminal event time (e.g. age at death). The…

Methodology · Statistics 2020-10-12 Daniel Nevo , Malka Gorfine

In survival analysis, frailty variables are often used to model the association in multivariate survival data. Identifiability is an important issue while working with such multivariate survival data with or without competing risks. In this…

Statistics Theory · Mathematics 2024-07-01 Biswadeep Ghosh , Anup Dewanji , Sudipta Das

We propose a functional accelerated failure time model to characterize effects of both functional and scalar covariates on the time to event of interest, and provide regularity conditions to guarantee model identifiability. For efficient…

Methodology · Statistics 2024-02-09 Changyu Liu , Wen Su , Kin-Yat Liu , Guosheng Yin , Xingqiu Zhao

We propose a novel frailty model with change points applying random effects to a Cox proportional hazard model to adjust the heterogeneity between clusters. Because the frailty model includes random effects, the parameters are estimated…

Methodology · Statistics 2023-01-12 Masahiro Kojima , Shunichiro Orihara

A standard quantitative method to access credit risk employs a factor model based on joint multivariate normal distribution properties. By extending a one-factor Gaussian copula model to make a more accurate default forecast, this paper…

Risk Management · Quantitative Finance 2020-10-07 Meng-Jou Lu , Cathy Yi-Hsuan Chen , Wolfgang Karl Härdle

The semiparametric accelerated failure time model is not as widely used as the Cox relative risk model mainly due to computational difficulties. Recent developments in least squares estimation and induced smoothing estimating equations…

Methodology · Statistics 2015-06-02 Steven Chiou , Junghi Kim , Jun Yan

Load-sharing systems arise in many different reliability applications, for instance, when modeling tensile strength of fibrous composites in textile industry or lifetimes of redundant technical systems in engineering. Sequential order…

Methodology · Statistics 2025-05-01 Stefan Bedbur , Johann Köhne , Fabian Mies

High dimensional case control studies are ubiquitous in the biological sciences, particularly genomics. To maximise power while constraining cost and to minimise type-1 error rates, researchers typically seek to replicate findings in a…

Methodology · Statistics 2017-07-11 James Liley

In biomedical studies, paired survival data arise naturally when two event times are observed within the same subject. Existing statistical models seldom accommodate both cure fractions and complex dependence structures. In this paper, we…

Methodology · Statistics 2026-04-28 Masaki Hino , Shogo Kato , Takeshi Emura

Survivorship analysis allows to statistically analyze situations that can be modeled as waiting times to an event. These waiting times are characterized by the cumulative hazard rate, which can be estimated by the Nelson-Aalen estimator or…

Statistics Theory · Mathematics 2019-07-04 Niklas Hohmann

We propose and study a fully efficient method to estimate associations of an exposure with disease incidence when both, incident cases and prevalent cases, i.e. individuals who were diagnosed with the disease at some prior time point and…

Methodology · Statistics 2018-03-20 Marlena Maziarz , Yukun Liu , Jing Qin , Ruth Pfeiffer

Human mortality data sets can be expressed as multiway data arrays, the dimensions of which correspond to categories by which mortality rates are reported, such as age, sex, country and year. Regression models for such data typically assume…

Methodology · Statistics 2014-04-15 Bailey K. Fosdick , Peter D. Hoff

We conducted a systematic comparison of statistical methods used for the analysis of time-to-event outcomes under various proportional and nonproportional hazard (NPH) scenarios. Our study used data from recently published oncology trials…

Applications · Statistics 2025-02-12 Xinyu Zhang , Erich J. Greene , Ondrej Blaha , Wei Wei

The cumulative incidence is the probability of failure from the cause of interest over a certain time period in the presence of other risks. A semiparametric regression model proposed by Fine and Gray (1999) has become the method of choice…

Methodology · Statistics 2016-03-02 Lu Mao , D. Y. Lin