25 citations · 37 across the 8 of their papers we have counts for
9 papers
Competing risks models with two time scales
Angela Carollo, Hein Putter, Paul H. C. Eilers +1
Competing risks models can involve more than one time scale. A relevant example is the study of mortality after a cancer diagnosis, where time since diagnosis but also age may join…
Multidimensional Adaptive Penalised Splines with Application to Neurons' Activity Studies
María Xosé Rodríguez-Álvarez, María Durbán, Paul H. C. Eilers +2
P-spline models have achieved great popularity both in statistical and in applied research. A possible drawback of P-spline is that they assume a smooth transition of the covariate…
On the estimation of variance parameters in non-standard generalised linear mixed models: Application to penalised smoothing
María Xosé Rodríguez-Álvarez, Maria Durban, Dae-Jin Lee +1
We present a novel method for the estimation of variance parameters in generalised linear mixed models. The method has its roots in Harville (1977)'s work, but it is able to deal w…
Fast estimation of multidimensional adaptive P-spline models
María Xosé Rodríguez-Álvarez, María Durbán, Dae-Jin Lee +1
A fast and stable algorithm for estimating multidimensional adaptive P-spline models is presented. We call it as Separation of Overlapping Penalties (SOP) as it is an extension of…
Direct semi-parametric estimation of the state price density implied in option prices
Gianluca Frasso, Paul H. C. Eilers
We present a model for direct semi-parametric estimation of the State Price Density (SPD) implied in quoted option prices. We treat the observed prices as expected values of possib…
Spatio-temporal adaptive penalized splines with application to Neuroscience
María Xosé Rodríguez-Álvarez, María Durbán, Dae-Jin Lee +1
Data analysed here derive from experiments conducted to study neurons' activity in the visual cortex of behaving monkeys. We consider a spatio-temporal adaptive penalized spline (P…
Improved Dynamic Predictions from Joint Models of Longitudinal and Survival Data with Time-Varying Effects using P-splines
Eleni-Rosalina Andrinopoulou, Paul H. C. Eilers, Johanna J. M. Takkenberg +1
In the field of cardio-thoracic surgery, valve function is monitored over time after surgery. The motivation for our research comes from a study which includes patients who receive…
Spatial Models for Field Trials
María Xosé Rodríguez-Álvarez, Martin P. Boer, Fred A. van Eeuwijk +1
An important aim of the analysis of agricultural field trials is to obtain good predictions for genotypic performance, by correcting for spatial effects. In practice these correcti…
Bayesian Hierarchical Modeling of Longitudinal Glaucomatous Visual Fields using a Two-Stage Approach
S. R. Bryan, P. H. C. Eilers, B. Li +4
The Bayesian approach has become increasingly popular because it allows to model quite complex models via Markov chain Monte Carlo (MCMC) sampling. However, it is also recognized n…