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...
| Main Authors: | , |
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| Format: | Conference or Workshop Item |
| Language: | English |
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EDP Sciences
2018
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| Subjects: | |
| Online Access: | http://umpir.ump.edu.my/id/eprint/22881/ http://umpir.ump.edu.my/id/eprint/22881/1/matecconf_meamt2018_03026.pdf |
| _version_ | 1848821673238724608 |
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| author | Noryanti, Muhammad Yusoff, N. |
| author_facet | Noryanti, Muhammad Yusoff, N. |
| author_sort | Noryanti, Muhammad |
| building | UMP Institutional Repository |
| collection | Online Access |
| 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 |
| first_indexed | 2025-11-15T02:29:05Z |
| format | Conference or Workshop Item |
| id | ump-22881 |
| institution | Universiti Malaysia Pahang |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T02:29:05Z |
| publishDate | 2018 |
| publisher | EDP Sciences |
| recordtype | eprints |
| repository_type | Digital Repository |
| 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. (Published) https://doi.org/10.1051/matecconf/201818903026 |
| spellingShingle | QA Mathematics Noryanti, Muhammad Yusoff, N. Nonparametric predictive inference with parametric copula for survival analysis |
| title | 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_short | Nonparametric predictive inference with parametric copula for survival analysis |
| title_sort | nonparametric predictive inference with parametric copula for survival analysis |
| topic | QA Mathematics |
| 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 |