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Since survival data occur over time, often important covariates that we wish to consider also change over time. Such covariates are referred as time-dependent covariates. Quantile regression offers flexible modeling of survival data by…

Methodology · Statistics 2014-05-01 Malka Gorfine , Yair Goldberg , Yaacov Ritov

In observational studies, the observed association between an exposure and outcome of interest may be distorted by unobserved confounding. Causal sensitivity analysis can be used to assess the robustness of observed associations to…

Methodology · Statistics 2025-11-04 Rui Hu , Ted Westling

Understanding variable dependence, particularly eliciting their statistical properties given a set of covariates, provides the mathematical foundation in practical operations management such as risk analysis and decision-making given…

Methodology · Statistics 2023-09-06 Yunyun Wang , Tatsushi Oka , Dan Zhu

In survival analysis, the lifetime under study is not always observed. In certain applications, for some individuals, the value of the lifetime is only known to be smaller or larger than some random duration. This framework represent an…

Statistics Theory · Mathematics 2020-02-25 Laurent Bordes , Maria Carmen Pardo , Christian Paroissin , Valentin Patilea

Semi-parametric survival analysis methods like the Cox Proportional Hazards (CPH) regression (Cox, 1972) are a popular approach for survival analysis. These methods involve fitting of the log-proportional hazard as a function of the…

Machine Learning · Computer Science 2019-05-16 Chirag Nagpal , Rohan Sangave , Amit Chahar , Parth Shah , Artur Dubrawski , Bhiksha Raj

A new class of survival frailty models based on the Generalized Inverse-Gaussian (GIG) distributions is proposed. We show that the GIG frailty models are flexible and mathematically convenient like the popular gamma frailty model.…

This paper proposes a new extension of the linear failure rate (LFR) model to better capture real-world lifetime data. The model incorporates an additional shape parameter to increase flexibility. It helps model the minimum survival time…

Methodology · Statistics 2026-01-13 Suchismita Das , Akul Ameya , Cahyani Karunia Putri

Case-cohort design, an outcome-dependent sampling design for censored survival data, is increasingly used in biomedical research. The development of asymptotic theory for a case-cohort design in the current literature primarily relies on…

Statistics Theory · Mathematics 2012-04-13 Bin Nan , Jon A. Wellner

Multi-state models provide an extension of the usual survival/event-history analysis setting. In the medical domain, multi-state models give the possibility of further investigating intermediate events such as relapse and remission. In this…

Methodology · Statistics 2021-06-24 D. Manevski , H. Putter , M. Pohar Perme , E. F. Bonneville , J. Schetelig , L. C. de Wreede

Prior work applying semiparametric theory to causal inference has primarily focused on deriving estimators that exhibit statistical robustness under a prespecified causal model that permits identification of a desired causal parameter.…

Methodology · Statistics 2024-07-02 Junhui Yang , Rohit Bhattacharya , Youjin Lee , Ted Westling

There is increasing interest in flexible parametric models for the analysis of time-to-event data, yet Bayesian approaches that offer incorporation of prior knowledge remain underused. A flexible Bayesian parametric model has recently been…

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

Analysis of competing risks data is often complicated by the incomplete or selectively missing information on the cause of failure. Standard approaches typically assume that the cause of failure is missing at random (MAR), an assumption…

We investigate the parameter estimation of regression models with fixed group effects, when the group variable is missing while group related variables are available. This problem involves clustering to infer the missing group variable…

Methodology · Statistics 2020-12-29 Matthieu Marbac , Mohammed Sedki , Christophe Biernacki , Vincent Vandewalle

The primary goal of this paper is to introduce a novel frailty model based on the weighted Lindley (WL) distribution for modeling clustered survival data. We study the statistical properties of the proposed model. In particular, the amount…

Methodology · Statistics 2022-06-28 Diego I. Gallardo , Marcelo Bourguignon

The proportional hazards model represents the most commonly assumed hazard structure when analysing time to event data using regression models. We study a general hazard structure which contains, as particular cases, proportional hazards,…

Methodology · Statistics 2018-05-24 Francisco J. Rubio , Laurent Remontet , Nicholas P. Jewell , Aurélien Belot

An important issue in survival analysis is the investigation and the modeling of hazard rates. Within a Bayesian nonparametric framework, a natural and popular approach is to model hazard rates as kernel mixtures with respect to a…

Statistics Theory · Mathematics 2009-08-14 Pierpaolo De Blasi , Giovanni Peccati , Igor Prünster

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

Interval censoring arises frequently in clinical, epidemiological, financial, and sociological studies, where the event or failure of interest is known only to occur within an interval induced by periodic monitoring. We formulate the…

Methodology · Statistics 2016-03-01 Donglin Zeng , Lu Mao , D. Y. Lin

We propose a general approach for training survival analysis models that minimizes a worst-case error across all subpopulations that are large enough (occurring with at least a user-specified minimum probability). This approach uses a…

Machine Learning · Statistics 2022-11-22 Shu Hu , George H. Chen