9 papers · 1 filter
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…
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…
Non-parametric cure models through extreme-value tail estimation
Jan Beirlant, Martin Bladt, Ingrid Van Keilegom
In survival analysis, the estimation of the proportion of subjects who will never experience the event of interest, termed the cure rate, has received considerable attention recent…
Modeling discrete common-shock risks through matrix distributions
Martin Bladt, Eric C. K. Cheung, Oscar Peralta +1
We introduce a novel class of bivariate common-shock discrete phase-type (CDPH) distributions to describe dependencies in loss modeling, with an emphasis on those induced by common…