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相关论文: Joint lifetime modelling with matrix distributions

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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…

统计理论 · 数学 2025-04-01 Jorge Yslas

Time-varying covariates in longitudinal studies frequently evolve through reciprocal feedback, undergo role reversal, and reflect unobserved individual heterogeneity. Standard statistical frameworks often assume fixed covariate roles and…

统计方法学 · 统计学 2026-02-27 Niloofar Ramezani , Pascal Nitiema , Jeffrey R. Wilson

We are interested in survival analysis of hemodialysis patients for whom several biomarkers are recorded over time. Motivated by this challenging problem, we propose a general framework for multivariate joint longitudinal-survival modeling…

In this paper, we first propose a new extended mixture model of residual lifetime distributions. We show that this model is suitable in modeling residual lifetime in some practical situations. Several closure properties of some well-known…

统计方法学 · 统计学 2014-12-31 M. Kayid , S. Izadkhah

We propose a novel approach for modeling multivariate longitudinal data in the presence of unobserved heterogeneity for the analysis of the Health and Retirement Study (HRS) data. Our proposal can be cast within the framework of linear…

统计方法学 · 统计学 2015-09-17 Laura Anderlucci , Cinzia Viroli

In credit risk analysis, survival models with fixed and time-varying covariates are widely used to predict a borrower's time-to-event. When the time-varying drivers are endogenous, modelling jointly the evolution of the survival time and…

风险管理 · 定量金融 2025-09-03 Victor Medina-Olivares , Finn Lindgren , Raffaella Calabrese , Jonathan Crook

In this paper, we obtain general representations for the joint distributions and copulas of arbitrary dependent random variables absolutely continuous with respect to the product of given one-dimensional marginal distributions. The…

统计理论 · 数学 2016-08-16 Victor H. de la Peña , Rustam Ibragimov , Shaturgun Sharakhmetov

We introduce a general approach for modeling the dynamic of multivariate time series when the data are of mixed type (binary/count/continuous). Our method is quite flexible and conditionally on past values, each coordinate at time $t$ can…

统计方法学 · 统计学 2021-04-05 Zinsou Max Debaly , Lionel Truquet

We propose a new class of multivariate survival models based on archimedean copulas with margins modeled by the Yang and Prentice (YP) model. The Ali-Mikhail-Haq (AMH), Clayton, Frank, Gumbel-Hougaard (GH), and Joe copulas are employed to…

统计方法学 · 统计学 2022-03-08 W. D. R. Miranda Filho , F. N. Demarqui

Understanding the (de)mixing behavior of multicomponent lipid bilayers is an important step towards unraveling the nature of spatial composition heterogeneities in cellular membranes and their role in biological function. We use…

软凝聚态物质 · 物理学 2018-05-17 Shushan He , Lutz Maibaum

In this paper we introduce a bivariate distribution on $\mathbb{R}_{+} \times \mathbb{N}$ arising from a single underlying Markov jump process. The marginal distributions are phase-type and discrete phase-type distributed, respectively,…

统计方法学 · 统计学 2022-07-05 Martin Bladt , Clara Brimnes Gardner

Longitudinal biomarker data and health outcomes are routinely collected in many studies to assess how biomarker trajectories predict health outcomes. Existing methods primarily focus on mean biomarker profiles, treating variability as a…

In biomedical studies, longitudinal processes are collected till time-to-event, sometimes on nested timescales (example, days within months). Most of the literature in joint modeling of longitudinal and time-to-event data has focused on…

统计方法学 · 统计学 2023-07-19 Abhisek Saha , Ling Ma , Animikh Biswas , Rajeshwari Sundaram

The objective is to model longitudinal and survival data jointly taking into account the dependence between the two responses in a real HIV/AIDS dataset using a shared parameter approach inside a Bayesian framework. We propose a linear…

应用统计 · 统计学 2016-05-02 Rui Martins

In this paper, a new three-parameter lifetime distribution is introduced and many of its standard properties are discussed. These include shape of the probability density function, hazard rate function and its shape, quantile function,…

统计方法学 · 统计学 2013-08-21 Min Wang

Longitudinal and time-to-event data are often analyzed in biomarker research to study the association between the longitudinal biomarker measurements and the event-time outcome, in which the longitudinal information contributes to the…

统计方法学 · 统计学 2025-09-09 Minzee Kim , Joel A. Dubin

In this paper we introduce a new lifetime distribution by compounding exponential and Poisson-Lindley distributions, named exponential Poisson-Lindley distribution. Several properties are derived, such as density, failure rate, mean…

统计方法学 · 统计学 2013-02-20 Wagner Barreto-Souza , Hassan S. Bakouch

In this paper we define the class of matrix Mittag-Leffler distributions and study some of its properties. We show that it can be interpreted as a particular case of an inhomogeneous phase-type distribution with random scaling factor, and…

统计理论 · 数学 2020-04-28 Hansjoerg Albrecher , Martin Bladt , Mogens Bladt

Longitudinal and survival sub-models are two building blocks for joint modelling of longitudinal and time to event data. Extensive research indicates separate analysis of these two processes could result in biased outputs due to their…

统计方法学 · 统计学 2022-09-22 Zili Zhang , Christiana Charalambous , Peter Foster

Phase-type distributions (PHDs), which are defined as the distribution of the lifetime up to the absorption in an absorbent Markov chain, are an appropriate candidate to model the lifetime of any system, since any non-negative probability…

统计方法学 · 统计学 2025-01-13 Christian Acal , Elena Contreras , Ismael Montero , Juan Eloy Ruiz-Castro