Browsing Statistics and Actuarial Science by Type "Article"
Now showing items 21-40 of 71
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Effect of a Mobile Phone Intervention on Quitting Smoking in a Young Adult Population of Smokers: Randomized Controlled Trial
(JMIR, 2018-10-23)Background: Digital mobile technology presents a promising medium for reaching young adults with smoking cessation interventions because they are the heaviest users of this technology. Objective: The aim of this study ... -
The effect of omitted covariates in marginal and partially conditional recurrent event analyses
(Springer, 2019-04-01)There have been many advances in statistical methodology for the analysis of recurrent event data in recent years. Multiplicative semiparametric rate-based models are widely used in clinical trials, as are more general ... -
Estimation and Assessment of Markov Multistate Models with Intermittent Observations on Individuals
(Springer, 2015-04)Multistate models provide important methods of analysis for many life history processes, and this is an area where John Klein made numerous contributions. When individuals in a study group are observed continuously so ... -
Estimation of Finite Population Duration Distributions from Longitudinal Survey Panels with Intermittent Followup
(Springer, 2013)We consider survival or duration times associated with spells (sojourns in some state) or events experienced by individuals in a population over a specified time period. Duration distributions can be estimated from data ... -
Expected utility of the drawdown-based regime-switching risk model with state-dependent termination
(Elsevier, 2018-03-01)In this paper, we model an entity’s surplus process X using the drawdown-based regime-switching (DBRS) dynamics proposed in Landriault et al. (2015a). We introduce the state-dependent termination time to the model, and ... -
Failure time studies with intermittent observation and losses to follow-up
(Wiley, 2020-12-01)In health research interest often lies in modeling a failure time process but in many cohort studies failure status is only determined at scheduled assessment times. While the assessment times may be fixed upon study entry, ... -
Gini-type measures of risk and variability: Gini shortfall, capital allocations, and heavy-tailed risks
(Elsevier, 2017-10-01)We introduce and explore Gini-type measures of risk and variability, and develop the corresponding economic capital allocation rules. The new measures are coherent, additive for co-monotonic risks, convenient computationally, ... -
Identifying patterns of alcohol use among secondary school students in Canada: A multilevel latent class analysis
(Elsevier, 2020-01)Harm from alcohol use depend not only on the volume of consumption but also on drinking patterns. This study identifies patterns of alcohol consumption in youth and investigates how these patterns vary across schools and ... -
The illness-death model for family studies
(Oxford University Press, 2021-07)Family studies involve the selection of affected individuals from a disease registry who provide right-truncated ages of disease onset. Coarsened disease histories are then obtained from consenting family members, either ... -
Importance Sampling and Stratification for Copula Models
(Springer, 2018)An importance sampling approach for sampling from copula models is introduced. The proposed algorithm improves Monte Carlo estimators when the functional of interest depends mainly on the behaviour of the underlying random ... -
Independence conditions and the analysis of life history studies with intermittent observation
(Oxford University Press, 2021-07)Multistate models provide a powerful framework for the analysis of life history processes when the goal is to characterize transition intensities, transition probabilities, state occupancy probabilities, and covariate ... -
Inverse Probability Weighted Estimating Equations for Randomized Trials in Transfusion Medicine
(Wiley, 2013-03-26)Thrombocytopenia is a condition characterized by extremely low platelet counts, which puts patients at elevated risk of morbidity and mortality because of bleeding. Trials in transfusion medicine are routinely designed ... -
Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias
(Elsevier, 2019-03)The survivorship bias in credit risk modeling is the bias that results in parameter estimates when the survival of a company is ignored. We study the statistical properties of the maximum likelihood estimator (MLE) accounting ... -
Mitigating bias from intermittent measurement of time-dependent covariates in failure time analysis
(Wiley, 2020-06-15)Cox regression models are routinely fitted to examine the association between time-dependent markers and a failure time when analyzing data from clinical registries. Typically, the marker values are measured periodically ... -
A mixture model for bivariate interval-censored failure times with dependent susceptibility
(Springer, 2020-03-07)Interval-censored failure times arise when the status with respect to an event of interest is only determined at intermittent examination times. In settings where there exists a sub-population of individuals who are not ... -
A model for deceased-donor transplant queue waiting times
(Springer, 2015-01-01)In many jurisdictions, organ allocation is done on the basis of the health status of the patient, either explicitly or implicitly. This paper presents a self-promoting priority queueing model for patient waiting times which ... -
Multiple imputation for the analysis of incomplete compound variables
(Wiley, 2015-06)In many settings interest lies in modelling a compound variable defined as a function of two or more component variables. When one or more of the components are missing, the compound variable is not observed and a strategy ... -
Multistate analysis from cross-sectional and auxiliary samples
(Wiley, 2020-02-20)Epidemiological studies routinely involve cross‐sectional sampling of a population comprised of individuals progressing through life history processes. We consider features of a cross‐sectional sample in terms of the ... -
A Multistate Model for Bivariate Interval-Censored Failure Time Data
(Wiley, 2008-12)Interval-censored life-history data arise when the events of interest are only detectable at periodic assessments. When interest lies in the occurrence of two such events, bivariate-interval censored event time data are ... -
A new perspective on loss to follow-up in failure time and life history studies
(Wiley, 2019-07-24)A framework is proposed for the joint modeling of life history and loss to follow-up (LTF) processes in cohort studies. This framework provides a basis for discussing independence conditions for LTF and censoring and ...