IDEAS home Printed from https://ideas.repec.org/a/spr/lifeda/v24y2018i1d10.1007_s10985-017-9399-y.html
   My bibliography  Save this article

Modeling of semi-competing risks by means of first passage times of a stochastic process

Author

Listed:
  • Beate Sildnes

    (Norwegian University of Science and Technology
    BearingPoint)

  • Bo Henry Lindqvist

    (Norwegian University of Science and Technology)

Abstract

In semi-competing risks one considers a terminal event, such as death of a person, and a non-terminal event, such as disease recurrence. We present a model where the time to the terminal event is the first passage time to a fixed level c in a stochastic process, while the time to the non-terminal event is represented by the first passage time of the same process to a stochastic threshold S, assumed to be independent of the stochastic process. In order to be explicit, we let the stochastic process be a gamma process, but other processes with independent increments may alternatively be used. For semi-competing risks this appears to be a new modeling approach, being an alternative to traditional approaches based on illness-death models and copula models. In this paper we consider a fully parametric approach. The likelihood function is derived and statistical inference in the model is illustrated on both simulated and real data.

Suggested Citation

  • Beate Sildnes & Bo Henry Lindqvist, 2018. "Modeling of semi-competing risks by means of first passage times of a stochastic process," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 24(1), pages 153-175, January.
    • Handle: RePEc:spr:lifeda:v:24:y:2018:i:1:d:10.1007_s10985-017-9399-y
    DOI: 10.1007/s10985-017-9399-y
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10985-017-9399-y
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s10985-017-9399-y?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 search for a different version of it.

    References listed on IDEAS

    as
    1. Cooke, Roger M., 1993. "The total time on test statistic and age-dependent censoring," Statistics & Probability Letters, Elsevier, vol. 18(4), pages 307-312, November.
    2. Andrés Christen, J. & Ruggeri, Fabrizio & Villa, Enrique, 2011. "Utility based maintenance analysis using a Random Sign censoring model," Reliability Engineering and System Safety, Elsevier, vol. 96(3), pages 425-431.
    3. Lindqvist, Bo Henry, 1988. "Association of probability measures on partially ordered spaces," Journal of Multivariate Analysis, Elsevier, vol. 26(2), pages 111-132, August.
    4. Jinfeng Xu & John D. Kalbfleisch & Beechoo Tai, 2010. "Statistical Analysis of Illness–Death Processes and Semicompeting Risks Data," Biometrics, The International Biometric Society, vol. 66(3), pages 716-725, September.
    5. van Noortwijk, J.M., 2009. "A survey of the application of gamma processes in maintenance," Reliability Engineering and System Safety, Elsevier, vol. 94(1), pages 2-21.
    6. Jin‐Jian Hsieh & Weijing Wang & A. Adam Ding, 2008. "Regression analysis based on semicompeting risks data," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(1), pages 3-20, February.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Douglas E. Schaubel & Bin Nan, 2018. "Special issue dedicated to Jack Kalbfleisch," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 24(1), pages 1-2, January.

    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. Annalisa Orenti & Patrizia Boracchi & Giuseppe Marano & Elia Biganzoli & Federico Ambrogi, 2022. "A pseudo-values regression model for non-fatal event free survival in the presence of semi-competing risks," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 31(3), pages 709-727, September.
    2. Fei Jiang & Sebastien Haneuse, 2017. "A Semi-parametric Transformation Frailty Model for Semi-competing Risks Survival Data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 44(1), pages 112-129, March.
    3. Menggang Yu & Constantin T. Yiannoutsos, 2015. "Marginal and Conditional Distribution Estimation from Double-sampled Semi-competing Risks Data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(1), pages 87-103, March.
    4. Yang Li & Hao Liu & Xiaoshen Wang & Wanzhu Tu, 2022. "Semi‐parametric time‐to‐event modelling of lengths of hospital stays," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 71(5), pages 1623-1647, November.
    5. Peng, Mengjiao & Xiang, Liming & Wang, Shanshan, 2018. "Semiparametric regression analysis of clustered survival data with semi-competing risks," Computational Statistics & Data Analysis, Elsevier, vol. 124(C), pages 53-70.
    6. Renke Zhou & Hong Zhu & Melissa Bondy & Jing Ning, 2016. "Semiparametric model for semi-competing risks data with application to breast cancer study," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 22(3), pages 456-471, July.
    7. Qui Tran & Kelley M. Kidwell & Alex Tsodikov, 2018. "A joint model of cancer incidence, metastasis, and mortality," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 24(3), pages 385-406, July.
    8. Li, Haijun, 2003. "Association of multivariate phase-type distributions, with applications to shock models," Statistics & Probability Letters, Elsevier, vol. 64(4), pages 381-392, October.
    9. Huazhen Lin & Ling Zhou & Chunhong Li & Yi Li, 2014. "Semiparametric transformation models for semicompeting survival data," Biometrics, The International Biometric Society, vol. 70(3), pages 599-607, September.
    10. Song, Kai & Shi, Jian & Yi, Xiaojian, 2020. "A time-discrete and zero-adjusted gamma process model with application to degradation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 560(C).
    11. Thomas Michael Welte & Iver Bakken Sperstad & Espen Høegh Sørum & Magne Lorentzen Kolstad, 2017. "Integration of Degradation Processes in a Strategic Offshore Wind Farm O&M Simulation Model," Energies, MDPI, vol. 10(7), pages 1-18, July.
    12. Finkelstein, Maxim & Cha, Ji Hwan & Langston, Amy, 2023. "Improving classical optimal age-replacement policies for degrading items," Reliability Engineering and System Safety, Elsevier, vol. 236(C).
    13. Phuc Do & Christophe Bérenguer, 2022. "Residual life-based importance measures for predictive maintenance decision-making," Journal of Risk and Reliability, , vol. 236(1), pages 98-113, February.
    14. Wang, Xiaolin & Liu, Bin & Zhao, Xiujie, 2021. "A performance-based warranty for products subject to competing hard and soft failures," International Journal of Production Economics, Elsevier, vol. 233(C).
    15. Nicolai, R.P. & Frenk, J.B.G. & Dekker, R., 2007. "Modelling and Optimizing Imperfect Maintenance of Coatings on Steel Structures," ERIM Report Series Research in Management ERS-2007-043-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    16. Lin Wang & Zhiqiang Lu & Yifei Ren, 2019. "A rolling horizon approach for production planning and condition-based maintenance under uncertain demand," Journal of Risk and Reliability, , vol. 233(6), pages 1014-1028, December.
    17. Liang, Qingzhu & Yang, Yinghao & Peng, Changhong, 2023. "A reliability model for systems subject to mutually dependent degradation processes and random shocks under dynamic environments," Reliability Engineering and System Safety, Elsevier, vol. 234(C).
    18. Shen, Jingyuan & Cui, Lirong & Ma, Yizhong, 2019. "Availability and optimal maintenance policy for systems degrading in dynamic environments," European Journal of Operational Research, Elsevier, vol. 276(1), pages 133-143.
    19. Safaei, Fatemeh & Taghipour, Sharareh, 2024. "Integrated degradation-based burn-in and maintenance model for heterogeneous and highly reliable items," Reliability Engineering and System Safety, Elsevier, vol. 244(C).
    20. Maxim Finkelstein & Ji Hwan Cha, 2022. "Reducing degradation and age of items in imperfect repair modeling," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(4), pages 1058-1081, December.

    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:spr:lifeda:v:24:y:2018:i:1:d:10.1007_s10985-017-9399-y. 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: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    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.