12 papers
Survival Isotonic Distributional Regression
Martin Bladt, Alexander Henzi, Bram van den Heuvel +1
We introduce Survival-IDR (S-IDR), a nonparametric estimator of conditional survival distributions under order restrictions, extending Isotonic Distributional Regression (IDR; Henz…
Uniform Consistency of Generalized Fréchet Means
Andrea Aveni, Martin Bladt, Sayan Mukherjee
Loss-based notions of centre on nonlinear spaces range from the Fréchet mean and power means to the geometric median and, in a limiting sense, the Chebyshev centre. To use such su…
Local estimation of transition rates of jump processes through discretization
Martin Bladt, Rasmus Frigaard Lemvig
We investigate the Poisson regression method for Markov and semi-Markov jump processes from a nonparametric angle, allowing the lengths of the time and duration intervals in the pa…
Cure models: from mixture to matrix distributions
Martin Bladt, Jorge Yslas
Cure rate models address survival data in which a proportion of individuals will never experience the event of interest. Existing parametric approaches are predominantly based on f…
Extremile scalar-on-function regression
Maria Laura Battagliola, Martin Bladt
Extremiles provide a generalization of quantiles which are not only robust, but also have an intrinsic link with extreme value theory. This paper introduces an extremile regression…
Assessing continuous common-shock risk through matrix distributions
Martin Bladt, Oscar Peralta, Jorge Yslas
We introduce a class of continuous-time bivariate phase-type distributions for modeling dependencies from common shocks. The construction uses continuous-time Markov processes that…