7 papers
High-dimensional censored MIDAS logistic regression for corporate survival forecasting
Wei Miao, Jad Beyhum, Jonas Striaukas +1
This paper addresses the challenge of forecasting corporate distress, a problem marked by three key statistical hurdles: (i) right censoring, (ii) high-dimensional predictors, and…
Testing for sufficient follow-up in cure models with categorical covariates
Tsz Pang Yuen, Eni Musta, Ingrid Van Keilegom
In survival analysis, estimating the fraction of 'immune' or 'cured' subjects who will never experience the event of interest, requires a sufficiently long follow-up period. A few…
Tests of exogeneity in duration models with censored data
Gilles Crommen, Jean-Pierre Florens, Ingrid Van Keilegom
Consider the setting in which a researcher is interested in the causal effect of a treatment on a duration time , which is subject to right censoring. We assume that $T=Ï(X…
Survival analysis under label shift
Yuxiang Zong, Yanyuan Ma, Ingrid Van Keilegom
Let P represent the source population with complete data, containing covariate and response , and Q the target population, where only the covariate is…
Estimation of the complier causal hazard ratio under dependent censoring
Gilles Crommen, Jad Beyhum, Ingrid Van Keilegom
In this work, we are interested in studying the causal effect of an endogenous binary treatment on a dependently censored duration outcome. By dependent censoring, it is meant that…
Bounds for the regression parameters in dependently censored survival models
Ilias Willems, Jad Beyhum, Ingrid Van Keilegom
We propose a semiparametric model to study the effect of covariates on the distribution of a censored event time while making minimal assumptions about the censoring mechanism. The…