2 papers
stat.ME2025
Continuously updated estimation of conditional hazard functions
Daphné Aurouet, Valentin Patilea
Motivated by the need to analyze continuously updated data sets in the context of time-to-event modeling, we propose a novel nonparametric approach to estimate the conditional haza…
stat.ME2025
Discrete-time Markov chains with random observation times
Daphne Aurouet, Valentin Patilea
We propose a new approach for estimating the finite dimensional transition matrix of a Markov chain using a large number of independent sample paths observed at random times. The s…