Nonparametric estimation of conditional cure models for heavy-tailed distributions and under insufficient follow-up
نویسندگان
چکیده
When analyzing time-to-event data, it often happens that some subjects do not experience the event of interest. Survival models take this feature into account (called ‘cure models’) have been developed in presence covariates. However, nonparametric cure with covariates, current literature, cannot be applied when follow-up is insufficient, i.e., right endpoint support censoring time strictly smaller than survival susceptible subjects. New estimators conditional rate and function are proposed using extrapolation techniques coming from extreme value theory. The methodology can also used to estimate no present. asymptotic normality established their performances for small samples shown by means a simulation study. Their practical applicability illustrated through analysis two short applications real datasets on repayment student bullet loans employee's turnover company.
منابع مشابه
Estimation of High Conditional Quantiles for Heavy- Tailed Distributions
Estimation of High Conditional Quantiles for HeavyTailed Distributions Huixia Judy Wang a , Deyuan Li b & Xuming He c a Department of Statistics , North Carolina State University , Raleigh , NC , 27695 b Department of Statistics , Fudan University , Shanghai , 200433 , China c Department of Statistics , University of Michigan Accepted author version posted online: 12 Sep 2012.Published online: ...
متن کاملStochastic Volatility Models: Conditional Normality versus Heavy-Tailed Distributions
Most of the empirical applications of the stochatic volatility (SV) model are based on the assumption that the conditional distribution of returns given the latent volatility process is normal. In this paper the SV model based on a conditional normal distribution is compared with SV speciications using conditional heavy-tailed distributions, especially Student's t-distribution and the generaliz...
متن کاملOn Hurst exponent estimation under heavy-tailed distributions
In this paper, we show how the sampling properties of Hurst exponent methods of estimation change with the presence of heavy tails. We run extensive Monte Carlo simulations to find out how rescaled range analysis (R/S), multifractal detrended fluctuation analysis (MF − DFA), detrending moving average (DMA) and generalized Hurst exponent approach (GHE) estimate Hurst exponent on independent seri...
متن کاملEstimation in nonlinear mixed-effects models using heavy-tailed distributions
Nonlinear mixed–effects models are very useful to analyze repeated measures data and are used in a variety of applications. Normal distributions for random effects and residual errors are usually assumed, but such assumptions make inferences vulnerable to the presence of outliers. In this work, we introduce an extension of a normal nonlinear mixed–effects model considering a subclass of ellipti...
متن کاملA nonparametric comparison of conditional distributions with nonnegligible cure fractions.
Survival data with nonnegligible cure fractions are commonly encountered in clinical cancer clinical research. Recently, several authors (e.g. Kuk and Chen, Biometrika 79 (1992) 531; Maller and Zhou, Journal of Applied Probability, 30 (1993) 602; Peng and Dear, Biometrics, 56 (2000) 237; Sy and Taylor, Biometrics 56 (2000) 227) have proposed to use semiparametric cure models to analyze such dat...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Computational Statistics & Data Analysis
سال: 2023
ISSN: ['0167-9473', '1872-7352']
DOI: https://doi.org/10.1016/j.csda.2023.107728