Non-parametric estimation of a time-dependent predictive accuracy curve

Non-parametric estimation of ROC curve

Receiver operating characteristic (ROC) curve is widely applied in measuring discriminatory ability of diagnostic or prognostic tests. This makes ROC analysis one of the most active research areas in medical statistics. Many parametric and semiparametric estimation methods have been proposed for estimating the ROC curve and its functionals. In this paper, we propose a fully nonparametric Bayesi...

Time-dependent predictive accuracy in the presence of competing risks.

Competing risks arise naturally in time-to-event studies. In this article, we propose time-dependent accuracy measures for a marker when we have censored survival times and competing risks. Time-dependent versions of sensitivity or true positive (TP) fraction naturally correspond to consideration of either cumulative (or prevalent) cases that accrue over a fixed time period, or alternatively to...

An Estimation of Laffer Curve in Iran: A Non-Linear Approach

Laffer curve indicates relationship between tax rate and tax income. The aim of this paper is estimating of laffer curve in Iranian economy. To do so, we have used threshold regression method. Empirical results indicate that since the tax rate is low (the threshold value is less than 0.0848) in two-regime model, tax rate and tax income have a significant positive relationship, but when the tax ...

Non–parametric volatility estimation

Non-parametric estimation for baseline hazards function and covariate effects with time-dependent covariates.

Often in many biomedical and epidemiologic studies, estimating hazards function is of interest. The Breslow's estimator is commonly used for estimating the integrated baseline hazard, but this estimator requires the functional form of covariate effects to be correctly specified. It is generally difficult to identify the true functional form of covariate effects in the presence of time-dependent...