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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…

统计计算 · 统计学 2023-02-07 Nan Qiao , Wangcheng Li , Feng Xiao , Cunjie Lin , Yong Zhou

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…

统计理论 · 数学 2007-06-13 Malka Gorfine , David M. Zucker , Li Hsu

Credit risk assessment is a crucial aspect of financial decision-making, enabling institutions to predict the likelihood of default and make informed lending decisions. Two prominent methodologies in credit risk modeling are logistic…

应用统计 · 统计学 2026-04-30 Cheng Lee , Hsi Lee

Models for predicting the time of a future event are crucial for risk assessment, across a diverse range of applications. Existing time-to-event (survival) models have focused primarily on preserving pairwise ordering of estimated event…

机器学习 · 统计学 2021-01-14 Paidamoyo Chapfuwa , Chenyang Tao , Lawrence Carin , Ricardo Henao

Survival analysis deals with modeling the time until an event occurs, and accurate probability estimates are crucial for decision-making, particularly in the competing-risks setting where multiple events are possible. While recent work has…

统计方法学 · 统计学 2026-02-03 Julie Alberge , Tristan Haugomat , Gaël Varoquaux , Judith Abécassis

Survival Analysis (SA) constitutes the default method for time-to-event modeling due to its ability to estimate event probabilities of sparsely occurring events over time. In this work, we show how to improve the training and inference of…

机器学习 · 计算机科学 2023-12-12 Chris Solomou

It is known that the hazard ratio lacks a useful causal interpretation. Even for data from a randomized controlled trial, the hazard ratio suffers from built-in selection bias as, over time, the individuals at risk in the exposed and…

统计理论 · 数学 2022-11-01 Richard Post , Edwin van den Heuvel , Hein Putter

The hazard ratio is routinely used as a summary measure to assess the treatment effect in clinical trials with time-to-event endpoints. It is frequently assumed as constant over time although this assumption often does not hold. When the…

When dealing with right-censored data, where some outcomes are missing due to a limited observation period, survival analysis -- known as time-to-event analysis -- focuses on predicting the time until an event of interest occurs. Multiple…

In this article, we consider models for time-to-event data obtained from experiments in which stress levels are altered at intermediate stages during the observation period. These experiments, known as step-stress tests, belong to the…

应用统计 · 统计学 2018-07-04 Nandini Kannan , Debasis Kundu

Aalen's linear hazard rate regression model is a useful and increasingly popular alternative to Cox' multiplicative hazard rate model. It postulates that an individual has hazard rate function $h(s)=z_1\alpha_1(s)+\cdots+z_r\alpha_r(s)$ in…

统计方法学 · 统计学 2026-03-04 Nils Lid Hjort , Emil Aas Stoltenberg

The best known methods for estimating hazard rate functions in survival analysis models are either purely parametric or purely nonparametric. The parametric ones are sometimes too biased while the nonparametric ones are sometimes too…

统计方法学 · 统计学 2026-02-20 Nils Lid Hjort

Many research questions involve time-to-event outcomes that can be prevented from occurring due to competing events. In these settings, we must be careful about the causal interpretation of classical statistical estimands. In particular,…

统计方法学 · 统计学 2020-09-01 Torben Martinussen , Mats Julius Stensrud

In various disordered systems or non-equilibrium dynamical models, the large deviations of some observables have been found to display different scalings for rare values bigger or smaller than the typical value. In the present paper, we…

统计力学 · 物理学 2021-05-12 Cecile Monthus

The classical approach to analyze time-to-event data, e.g. in clinical trials, is to fit Kaplan-Meier curves yielding the treatment effect as the hazard ratio between treatment groups. Afterwards commonly a log-rank test is performed in…

统计方法学 · 统计学 2020-09-16 Kathrin Möllenhoff , Achim Tresch

A popular Bayesian nonparametric approach to survival analysis consists in modeling hazard rates as kernel mixtures driven by a completely random measure. In this paper we derive asymptotic results for linear and quadratic functionals of…

概率论 · 数学 2016-08-16 Giovanni Peccati , Igor Prünster

Semi-competing risks refer to the phenomenon where a primary event (such as mortality) can ``censor'' an intermediate event (such as relapse of a disease), but not vice versa. Under the multi-state model, the primary event consists of two…

统计方法学 · 统计学 2024-10-10 Yuhao Deng , Yi Wang , Xiang Zhan , Xiao-Hua Zhou

A population-averaged additive subdistribution hazards model is proposed to assess the marginal effects of covariates on the cumulative incidence function and to analyze correlated failure time data subject to competing risks. This approach…

统计方法学 · 统计学 2023-08-23 Xinyuan Chen , Denise Esserman , Fan Li

Survival models capture the relationship between an accumulating hazard and the occurrence of a singular event stimulated by that accumulation. When the model for the hazard is sufficiently flexible survival models can accommodate a wide…

统计方法学 · 统计学 2024-03-04 Michael Betancourt

In survival or reliability studies, the mean residual life or life expectancy is an important characteristic of the model. Here, we study the limiting behaviour of the mean residual life, and derive an asymptotic expansion which can be used…

统计理论 · 数学 2007-06-13 David M. Bradley , Ramesh C. Gupta