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Motivated by a real failure dataset in a two-dimensional context, this paper presents an extension of the Markov modulated Poisson process (MMPP) to two dimensions. The one-dimensional MMPP has been proposed for the modeling of dependent…

统计方法学 · 统计学 2024-01-30 Yoel G. Yera , Rosa E. Lillo , Bo F. Nielsen , Pepa Ramírez-Cobo , Fabrizio Ruggeri

We are studying the problems of modeling and inference for multivariate count time series data with Poisson marginals. The focus is on linear and log-linear models. For studying the properties of such processes we develop a novel conceptual…

统计方法学 · 统计学 2017-04-10 Paul Doukhan , Konstantinos Fokianos , Bård Støve , Dag Tjøstheim

Survival analysis is a hotspot in statistical research for modeling time-to-event information with data censorship handling, which has been widely used in many applications such as clinical research, information system and other fields with…

机器学习 · 计算机科学 2018-11-14 Kan Ren , Jiarui Qin , Lei Zheng , Zhengyu Yang , Weinan Zhang , Lin Qiu , Yong Yu

We consider survival data that combine three types of observations: uncensored, right-censored, and left-censored. Such data arises from screening a medical condition, in situations where self-detection arises naturally. Our goal is to…

This paper is concerned with modeling the dependence structure of two (or more) time-series in the presence of a (possible multivariate) covariate which may include past values of the time series. We assume that the covariate influences…

统计理论 · 数学 2018-12-11 Natalie Neumeyer , Marek Omelka , Sarka Hudecova

We propose a unified framework for likelihood-based regression modeling when the response variable has finite support. Our work is motivated by the fact that, in practice, observed data are discrete and bounded. The proposed methods assume…

统计方法学 · 统计学 2022-09-13 Karl Oskar Ekvall , Matteo Bottai

We propose a novel approach for estimating mean survival time in the presence of censored data, in which we divide the population under study into survival-ordered fractions defined by a set of proportions, and compute the mean survival…

统计方法学 · 统计学 2018-10-18 Celia García-Pareja , Matteo Bottai

In this work we show a Bayesian quantile regression method to response variables with mixed discrete-continuous distribution with a point mass at zero, where these observations are believed to be left censored or true zeros. We combine the…

统计方法学 · 统计学 2015-11-19 Bruno Santos , Heleno Bolfarine

We investigate under which conditions a single simulation of joint default times at a final time horizon can be decomposed into a set of simulations of joint defaults on subsequent adjacent sub-periods leading to that final horizon. Besides…

风险管理 · 定量金融 2014-05-02 Damiano Brigo , Jan-Frederik Mai , Matthias Scherer

The approximate Bernstein polynomial model, a mixture of beta distributions, is applied to obtain maximum likelihood estimates of the regression coefficients, and the baseline density and survival functions in an accelerated failure time…

统计理论 · 数学 2019-11-19 Zhong Guan

We propose a multivariate framework for modeling dependent default times that extends the classical Cox process by incorporating both common and idiosyncratic shocks. Our construction uses c\`adl\`ag, increasing processes to model…

概率论 · 数学 2025-08-08 Djibril Gueye , Alejandra Quintos

Many clinical studies require the follow-up of patients over time. This is challenging: apart from frequently observed drop-out, there are often also organizational and financial challenges, which can lead to reduced data collection and, in…

机器学习 · 计算机科学 2022-10-26 Fateme Nateghi Haredasht , Celine Vens

Estimating individualized treatment rules is a central task for personalized medicine. [zhao2012estimating] and [zhang2012robust] proposed outcome weighted learning to estimate individualized treatment rules directly through maximizing the…

统计方法学 · 统计学 2017-10-02 Yifan Cui , Ruoqing Zhu , Michael Kosorok

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

Tests for paired censored outcomes have been extensively studied, with some justified in the context of randomization-based inference. These tests are primarily designed to detect an overall treatment effect across the entire follow-up…

统计方法学 · 统计学 2025-06-10 Sangjin Lee , Kwonsang Lee

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…

统计理论 · 数学 2020-02-25 Laurent Bordes , Maria Carmen Pardo , Christian Paroissin , Valentin Patilea

In this paper the regression discontinuity design is adapted to the survival analysis setting with right-censored data, studied in an intensity based counting process framework. In particular, a local polynomial regression version of the…

统计方法学 · 统计学 2022-10-07 Emil Aas Stoltenberg

The analysis of randomized trials with time-to-event endpoints is nearly always plagued by the problem of censoring. As the censoring mechanism is usually unknown, analyses typically employ the assumption of non-informative censoring. While…

统计方法学 · 统计学 2020-07-17 Kelly Van Lancker , Oliver Dukes , Stijn Vansteelandt

We propose an empirically stable and asymptotically efficient covariate-balancing approach to the problem of estimating survival causal effects in data with conditionally-independent censoring. This addresses a challenge often encountered…

Survival analysis is a type of semi-supervised ranking task where the target output (the survival time) is often right-censored. Utilizing this information is a challenge because it is not obvious how to correctly incorporate these censored…

机器学习 · 计算机科学 2018-06-12 Margaux Luck , Tristan Sylvain , Joseph Paul Cohen , Heloise Cardinal , Andrea Lodi , Yoshua Bengio