Nonparametric predictive inference with parametric copula for survival analysis

Nonparametric predictive inference with parametric copula for survival analysis

Many real-world problems of statistical inference involve dependent bivariate data including survival analysis. This paper presents new nonparametric methods for predictive inference for survival analysis involving a future bivariate observation. The method combine between bivariate Nonparametric Pr...

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Main Authors: Noryanti, Muhammad, Yusoff, N.
Format: Conference or Workshop Item
Language:English
Published: EDP Sciences 2018
Subjects:
QA Mathematics
Online Access:http://umpir.ump.edu.my/id/eprint/22881/
http://umpir.ump.edu.my/id/eprint/22881/
http://umpir.ump.edu.my/id/eprint/22881/1/matecconf_meamt2018_03026.pdf
id ump-22881
recordtype eprints
spelling ump-228812019-04-16T04:27:57Z http://umpir.ump.edu.my/id/eprint/22881/ Nonparametric predictive inference with parametric copula for survival analysis Noryanti, Muhammad Yusoff, N. QA Mathematics Many real-world problems of statistical inference involve dependent bivariate data including survival analysis. This paper presents new nonparametric methods for predictive inference for survival analysis involving a future bivariate observation. The method combine between bivariate Nonparametric Predictive Inference (NPI) for the marginals with parametric copula to take dependence structure into account. The proposed method is a discretized version of the parametric copula. The NPI fits the marginal and very straight forward computations. Generally, NPI is a frequentist approach which infer a future observation based on past data. The proposed method resulting imprecision is robustness with regard to the assumed parametric copula in the marginal for prediction. This is practical for small data set. The suggestion is to use a basic parametric copula for small data sets. We investigate and discuss the performance of these methods by presenting results from simulation studies. The method is further illustrated via application in survival analysis using data sets from the literature EDP Sciences 2018-08 Conference or Workshop Item PeerReviewed pdf en http://umpir.ump.edu.my/id/eprint/22881/1/matecconf_meamt2018_03026.pdf Noryanti, Muhammad and Yusoff, N. (2018) Nonparametric predictive inference with parametric copula for survival analysis. In: MATEC Web of Conferences: 2nd International Conference on Material Engineering and Advanced Manufacturing Technology, MEAMT 2018, 25-27 May 2018 , Beijing; China. pp. 1-6., 189. https://doi.org/10.1051/matecconf/201818903026
repository_type Digital Repository
institution_category Local University
institution Universiti Malaysia Pahang
building UMP Institutional Repository
collection Online Access
language English
topic QA Mathematics
spellingShingle QA Mathematics
Noryanti, Muhammad
Yusoff, N.
Nonparametric predictive inference with parametric copula for survival analysis
description Many real-world problems of statistical inference involve dependent bivariate data including survival analysis. This paper presents new nonparametric methods for predictive inference for survival analysis involving a future bivariate observation. The method combine between bivariate Nonparametric Predictive Inference (NPI) for the marginals with parametric copula to take dependence structure into account. The proposed method is a discretized version of the parametric copula. The NPI fits the marginal and very straight forward computations. Generally, NPI is a frequentist approach which infer a future observation based on past data. The proposed method resulting imprecision is robustness with regard to the assumed parametric copula in the marginal for prediction. This is practical for small data set. The suggestion is to use a basic parametric copula for small data sets. We investigate and discuss the performance of these methods by presenting results from simulation studies. The method is further illustrated via application in survival analysis using data sets from the literature
format Conference or Workshop Item
author Noryanti, Muhammad
Yusoff, N.
author_facet Noryanti, Muhammad
Yusoff, N.
author_sort Noryanti, Muhammad
title Nonparametric predictive inference with parametric copula for survival analysis
title_short Nonparametric predictive inference with parametric copula for survival analysis
title_full Nonparametric predictive inference with parametric copula for survival analysis
title_fullStr Nonparametric predictive inference with parametric copula for survival analysis
title_full_unstemmed Nonparametric predictive inference with parametric copula for survival analysis
title_sort nonparametric predictive inference with parametric copula for survival analysis
publisher EDP Sciences
publishDate 2018
url http://umpir.ump.edu.my/id/eprint/22881/
http://umpir.ump.edu.my/id/eprint/22881/
http://umpir.ump.edu.my/id/eprint/22881/1/matecconf_meamt2018_03026.pdf
first_indexed 2023-09-18T22:34:01Z
last_indexed 2023-09-18T22:34:01Z
_version_ 1777416474754809856

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