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Cox Models and Cure Mixture Models
Journal of Statistics on Health Decision, 2020Introduction : Ulcerative colitis (UC) is an idiopathic chronic inflammatory bowel disease characterized by periods of remission and acute exacerbations, and unpredictable disease course. Despite the availability of new drugs, there are still a considerable proportion of patients that will be refractory to therapy, need colectomy or develop ...
Almeida, Alexandra Sofia Ribeiro de +3 more
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A Nonrecursive Estimator for the Cox Model
Biometrical Journal, 1992AbstractThe Cox regression model is one of the most widely used models to incorporate covariates. The frequently used partial likelihood estimator of the regression parameter has to be computed iteratively. In this paper we propose a noniterative estimator for the regression parameter and show that under certain conditions it dominates another ...
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Adaptive Regression Splines in the Cox Model
Biometrics, 1999Summary.We develop a method for constructing adaptive regression spline models for the exploration of survival data. The method combines Cox's (1972,Journal of the Royal Statistical Society, Series B34, 187–200) regression model with a weighted least‐squares version of the multivariate adaptive regression spline (MARS) technique of Friedman (1991 ...
John Crowley, Michael LeBlanc
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Normal Approximation Diagnostics for the Cox Model
Biometrics, 1999Summary.We discuss two diagnostic methods for assessing the accuracy of the normal approximated confidence region to the likelihood‐based confidence region for the Cox proportional hazards model with censored data. The proposed diagnostic methods are extensions of the contour measures of Hodges (1987,Journal of the American Statistical Association82 ...
Chung-Chou H. Chang, Lisa A. Weissfeld
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Comparing nonnested Cox models
Biometrika, 2002zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Causality and the Cox Regression Model
Annual Review of Statistics and Its Application, 2022This article surveys results concerning the interpretation of the Cox hazard ratio in connection to causality in a randomized study with a time-to-event response. The Cox model is assumed to be correctly specified, and we investigate whether the typical end product of such an analysis, the estimated hazard ratio, has a causal interpretation as a ...
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English Teachers and the Cox Models [PDF]
English in Education, 1992 The introductory section of the Cox Report describes five models of English teaching. Together, it seems, these constitute a broad map of current thinking:It is possible to identify within the Engl...
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1997
Since its introduction, the proportional hazards model proposed by Cox has become the workhorse of regression analysis for censored data. In the last several years, the theoretical basis for the model has been solidified by connecting it to the study of counting processes and martingale theory.
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Since its introduction, the proportional hazards model proposed by Cox has become the workhorse of regression analysis for censored data. In the last several years, the theoretical basis for the model has been solidified by connecting it to the study of counting processes and martingale theory.
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The Cox Proportional Hazards Model
2016The proportional hazards (PH) or Cox model holds on E, if the hazard rate has the form $$\begin{aligned} \lambda _{x(\cdot )}(t) = r\{x(t)\} \;\lambda _0(t), \quad x(\cdot ) \in E, \end{aligned}$$ where \(\lambda _0(\cdot )\) is an unspecified baseline hazard rate function , and \(r(\cdot )\) is a positive function on E. The function \(r(\cdot )\
Hong-Dar Isaac Wu, Mikhail Nikulin
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2012
This chapter examines the well-known Cox-Ross-Rubinstein model, which is a multi-period binary model with one stock and one bond in which all nodes behave in the same way. It is shown how this allows substantial simplification in pricing and replicating the large class of path-dependent derivatives.
Alet Roux, Nigel J. Cutland
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This chapter examines the well-known Cox-Ross-Rubinstein model, which is a multi-period binary model with one stock and one bond in which all nodes behave in the same way. It is shown how this allows substantial simplification in pricing and replicating the large class of path-dependent derivatives.
Alet Roux, Nigel J. Cutland
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