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http://hdl.handle.net/1942/42655
Title: | Bernstein-based estimation of the cross ratio function | Authors: | ABRAMS, Steven SERCIK, Ömer VERAVERBEKE, Noel |
Issue Date: | 2024 | Publisher: | TAYLOR & FRANCIS LTD | Source: | STATISTICS, 58 (1) , p. 230 -246 | Abstract: | Local association measures provide useful insights in time-varying changes in association, especially between time-to-event variables. Such local dependence between two correlated random variables can be measured using the cross ratio function. The cross ratio function is defined as the ratio of conditional hazard functions which have been estimated using Bernstein polynomials before. Alternatively, the cross ratio function can be expressed in terms of (derivatives of) the joint survival function of the two random variables. In this paper, we discuss an alternative Bernstein-based plug-in estimator of the cross ratio function in which each of the ingredients is estimated separately. Next to asymptotic normality of the nonparametric estimator, a simulation study is used to assess its finite-sample performance. Finally, the novel estimator is applied to a real-life data application. | Notes: | Abrams, S (corresponding author), Hasselt Univ, Data Sci Inst, Interuniv Inst Biostat & Stat Bioinformat, Diepenbeek, Belgium.; Abrams, S (corresponding author), Univ Antwerp, Global Hlth Inst, Dept Family Med & Populat Hlth, Antwerp, Belgium. steven.abrams@uhasselt.be |
Keywords: | Bernstein polynomials;copula functions;local association;time-to-event data;survival functions | Document URI: | http://hdl.handle.net/1942/42655 | ISSN: | 0233-1888 | e-ISSN: | 1029-4910 | DOI: | 10.1080/02331888.2024.2320924 | ISI #: | 001175365000001 | Rights: | 2024 Informa UK Limited, trading as Taylor & Francis Group | Category: | A1 | Type: | Journal Contribution |
Appears in Collections: | Research publications |
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ALT_NPE_CRF_main_revision_clean.pdf | Peer-reviewed author version | 843.48 kB | Adobe PDF | View/Open |
Abrams_et_al_2024.pdf Restricted Access | Published version | 2.06 MB | Adobe PDF | View/Open Request a copy |
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