IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v228y2026ics0167715225002093.html

Multiple imputation of censored bivariate event-times via inverse transform and nonparametric Gibbs sampling

Author

Listed:
  • Angulo, Daniela
  • Murray, Susan

Abstract

Bivariate time-to-event data, subject to right censoring, frequently arise in medical research. This paper introduces a novel nonparametric multiple imputation (MI) procedure for analyzing censored bivariate time-to-event data. Our methodology offers a straightforward, easy-to-implement inverse transform MI method that effectively captures the joint distribution of bivariate random variables through the imputation of censored event-times.

Suggested Citation

  • Angulo, Daniela & Murray, Susan, 2026. "Multiple imputation of censored bivariate event-times via inverse transform and nonparametric Gibbs sampling," Statistics & Probability Letters, Elsevier, vol. 228(C).
  • Handle: RePEc:eee:stapro:v:228:y:2026:i:c:s0167715225002093
    DOI: 10.1016/j.spl.2025.110564
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167715225002093
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.spl.2025.110564?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to

    for a different version of it.

    References listed on IDEAS

    as
    1. Mark J. van der Laan, 1996. "Efficient and Ad Hoc Estimation in the Bivariate Censoring Model," Springer Books, in: Nicholas P. Jewell & Alan C. Kimber & Mei-Ling Ting Lee & G. A. Whitmore (ed.), Lifetime Data: Models in Reliability and Survival Analysis, pages 339-346, Springer.
    2. Ross L. Prentice & Shanshan Zhao, 2021. "Regression Models and Multivariate Life Tables," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 116(535), pages 1330-1345, July.
    3. Svetlana K. Eden & Chun Li & Bryan E. Shepherd, 2022. "Nonparametric estimation of Spearman's rank correlation with bivariate survival data," Biometrics, The International Biometric Society, vol. 78(2), pages 421-434, June.
    4. M. J. Van Der Laan, 1997. "Nonparametric estimators of the bivariate survival function under random censoring," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 51(2), pages 178-200, July.
    5. R. L. Prentice, 2014. "Self-consistent nonparametric maximum likelihood estimator of the bivariate survivor function," Biometrika, Biometrika Trust, vol. 101(3), pages 505-518.
    6. Wei Pan, 2001. "A Multiple Imputation Approach to Regression Analysis for Doubly Censored Data with Application to AIDS Studies," Biometrics, The International Biometric Society, vol. 57(4), pages 1245-1250, December.
    7. Yi Li & Ross L. Prentice & Xihong Lin, 2008. "Semiparametric maximum likelihood estimation in normal transformation models for bivariate survival data," Biometrika, Biometrika Trust, vol. 95(4), pages 947-960.
    8. Taylor, Jeremy M. G. & Murray, Susan & Hsu, Chiu-Hsieh, 2002. "Survival estimation and testing via multiple imputation," Statistics & Probability Letters, Elsevier, vol. 58(3), pages 221-232, July.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Shirin Moghaddam & John Newell & John Hinde, 2022. "A Bayesian Approach for Imputation of Censored Survival Data," Stats, MDPI, vol. 5(1), pages 1-19, January.
    2. Ross L. Prentice & Shanshan Zhao, 2018. "Nonparametric estimation of the multivariate survivor function: the multivariate Kaplan–Meier estimator," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 24(1), pages 3-27, January.
    3. Chiu-Hsieh Hsu & Jeremy Taylor & Susan Murray, 2004. "Survival Analysis USing Auxiliary Variables Via Nonparametric Multiple Imputation," The University of Michigan Department of Biostatistics Working Paper Series 1026, Berkeley Electronic Press.
    4. Ross L. Prentice, 2022. "On the targets of inference with multivariate failure time data," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 28(4), pages 546-559, October.
    5. Borrero, Juan S. & Sauré, Denis, 2025. "Maximum likelihood probability measures over sets: Existence, computation, and convergence," European Journal of Operational Research, Elsevier, vol. 327(3), pages 922-936.
    6. Mingyue Du & Xiyuan Gao & Ling Chen, 2024. "Regression analysis of doubly censored failure time data with ancillary information," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 30(3), pages 667-679, July.
    7. Silva, Walquiria N. & Vieira, Giovani G.T.T. & Rego, Erik Eduardo & Simone, Lucas F.C. & Lourenço, Luís F.N. & Salles, Maurício B.C., 2026. "Curtailment pressures and grid flexibility in Brazil: Lessons from the fast-rising distributed generation," Utilities Policy, Elsevier, vol. 99(C).
    8. Mirza Nazmul Hasan & Roel Braekers, 2021. "Estimation of the association parameters in hierarchically clustered survival data by nested Archimedean copula functions," Computational Statistics, Springer, vol. 36(4), pages 2755-2787, December.
    9. Zhiguo Li & Kouros Owzar, 2016. "Fitting Cox Models with Doubly Censored Data Using Spline-Based Sieve Marginal Likelihood," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(2), pages 476-486, June.
    10. Chien-Lin Su & Russell J. Steele & Ian Shrier, 2021. "The semiparametric accelerated trend-renewal process for recurrent event data," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 27(3), pages 357-387, July.
    11. Yonghui Duan & Chen Li & Xiang Wang & Yibin Guo & Hao Wang, 2024. "Forecasting Influenza Trends Using Decomposition Technique and LightGBM Optimized by Grey Wolf Optimizer Algorithm," Mathematics, MDPI, vol. 13(1), pages 1-22, December.
    12. Peijie Wang & Xingwei Tong & Jianguo Sun, 2018. "A semiparametric regression cure model for doubly censored data," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 24(3), pages 492-508, July.
    13. Svetlana K. Eden & Chun Li & Bryan E. Shepherd, 2022. "Nonparametric estimation of Spearman's rank correlation with bivariate survival data," Biometrics, The International Biometric Society, vol. 78(2), pages 421-434, June.
    14. Ramirez, Andres F. & Lamadrid L., Alberto J., 2026. "Financially inspired methodologies for risk management in electricity markets," Renewable Energy, Elsevier, vol. 260(C).
    15. Wei Pan & Rick Chappell, 2002. "Estimation in the Cox Proportional Hazards Model with Left-Truncated and Interval-Censored Data," Biometrics, The International Biometric Society, vol. 58(1), pages 64-70, March.
    16. Liuquan Sun & Yang-jin Kim & Jianguo Sun, 2004. "Regression Analysis of Doubly Censored Failure Time Data Using the Additive Hazards Model," Biometrics, The International Biometric Society, vol. 60(3), pages 637-643, September.
    17. Jeongyong Kim & Karen Bandeen-Roche, 2019. "Parametric estimation of association in bivariate failure-time data subject to competing risks: sensitivity to underlying assumptions," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 25(2), pages 259-279, April.
    18. José Romeo & Nelson Tanaka & Antonio Pedroso-de-Lima & Victor Salinas-Torres, 2013. "Large sample properties for a class of copulas in bivariate survival analysis," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(8), pages 997-1015, November.
    19. Lawless, Jerald F. & Yilmaz, Yildiz E., 2011. "Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models," Computational Statistics & Data Analysis, Elsevier, vol. 55(7), pages 2446-2455, July.
    20. Zhao, Xun & Tang, Lu & Zhang, Weijia & Zhou, Ling, 2025. "Subgroup learning for multiple mixed-type outcomes with block-structured covariates," Computational Statistics & Data Analysis, Elsevier, vol. 204(C).

    More about this item

    Keywords

    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:228:y:2026:i:c:s0167715225002093. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.