arXiv subjects

Dennis Dobler

Publications and source records attributed to Dennis Dobler.

At least 19 recordsLinked to original sources

arXiv2026

Generalized multivariate Mann-Whitney-$U$ tests and confidence regions for relative effects under random missingness

Marginal Mann-Whitney effects are widely used across various fields of research, and extensions of this estimand have been developed in many directions in statistical methodology. In this paper, we focus on an extensions for repeated measurements and factorial designs subject to randomly missing data. In a previous work by Rubarth et al. (2022a), asymptotically correct tests were developed under the assumption of deterministic missing indicators. In contrast, the approach in the present paper accounts for the stochastic nature of missing values under realistic mechanisms. Thus, the involved covariance matrix incorporates the true variability of missing data. The combination with a randomization procedure using random permutations within each data point yields asymptotically exact tests and a generally improved type-I error control. Additionally, the tests control the type-I error for finite sample sizes in the special case of exchangeable sampling distributions. Simulations across a wide range of settings demonstrate the benefits of the proposed method in small samples, also for different missingness mechanisms. A real data analysis about school children learning math illustrates several practical aspects of the tests' application.

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arXiv2026

A Better Comparison under right-censoring: ABC Statistic for Equivalence Testing and Quantification

The ABC (area between curves) statistic is an $L^1$-distance which targets an easy-to-interpret estimand. Defined as the (normalized) integrated absolute distance between two survival curves it is a meaningful quantity even when survival functions are crossing. Based on right-censored time-to-event data, estimation is based on Kaplan-Meier curves obtained from two independent sample groups. In the present paper, we develop the large sample properties of the ABC statistic and investigate various resampling options for approximating the statistic's distribution which is possibly non-normal in the limit. These breakthroughs enable the construction of equivalence tests which can be used to establish that differences between two survival functions are practically irrelevant. Alternatively, the point estimator can be accompanied with confidence intervals that comprehensibly quantify the difference between the curves. An extensive simulation study explores these inferential methods under various scenarios: proportional, crossing, and partially equal survival functions. An application to data on overall and progression-free survival in a lung cancer trial illustrates the methods' benefits and some points of consideration.

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arXiv2026

Estimating conditional Mann-Whitney effects using pseudo-observation-based regression

The Mann-Whitney effect is an effect measure for the order of two sample-specific outcome variables. It has the interpretation of a probability and also a connection to the area under the ROC curve. In the literature it has been considered for both ordinal and right-censored time-to-event outcomes. For both cases, the present paper introduces a distribution-free regression model that relates the Mann-Whitney effect to a linear combination of covariates. To fit the model, we develop a pseudo-observation-based procedure yielding consistent and asymptotically normal coefficient estimates. In addition, we propose bootstrap-based hypothesis tests to infer the effects of the covariates on the Mann-Whitney effect. A simulation study on the small-sample behavior of the proposed method demonstrates that the novel hypothesis tests keep up with the z-test of a Cox regression model. The new methods are used to analyze progression-free survival in breast cancer patients enrolled for the randomized phase III SUCCESS-A trial.

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arXiv2026

Inference in pseudo-observation-based regression using (biased) covariance estimation and naive bootstrapping

The pseudo-observation method is regularly applied to time-to-event data. However, to date such analyses have relied on not formally verified statements or ad-hoc methods regarding covariance estimation. This paper strives to close this gap in the literature. To begin with, we demonstrate that the usual Huber-White estimator is not consistent for the limiting covariance of parameter estimates in pseudo-observation regression approaches. By confirming that a plug-in estimator can be used instead, we obtain asymptotically exact and consistent tests for general linear hypotheses in the parameters of the model. Additionally, we confirm that naive bootstrapping can not be used for covariance estimation in the pseudo-observation model either. However, it can be used for hypothesis testing by applying a suitable studentization. Simulations illustrate the good performance of our proposed methods in many scenarios. Finally, we obtain a general uniform law of large numbers for U- and V-statistics, as such statistics are central in the mathematical analysis of the inference procedures developed in this work.

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arXiv2025

Effect measures for comparing paired event times

The progression-free survival ratio (PFSr) is a widely used measure in personalized oncology trials. It evaluates the effectiveness of treatment by comparing two consecutive event times - one under standard therapy and one under an experimental treatment. However, most proposed tests based on the PFSr cannot control the nominal type I error rate, even under mild assumptions such as random right-censoring. Consequently the results of these tests are often unreliable. As a remedy, we propose to estimate the relevant probabilities related to the PFSr by adapting recently developed methodology for the relative treatment effect between paired event times. As an additional alternative, we develop inference procedures based on differences and ratios of restricted mean survival times. An extensive simulation study confirms that the proposed novel methodology provides reliable inference, whereas previously proposed techniques break down in many realistic settings. The utility of our methods is further illustrated through an analysis of real data from a molecularly aided tumor trial.

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arXiv2025

Comparison of Estimators for Multi-State Models in Potentially Non-Markov Processes

Various estimators for modelling the transition probabilities in multi-state models have been proposed, e.g., the Aalen-Johansen estimator, the landmark Aalen-Johansen estimator, and a hybrid Aalen-Johansen estimator. While the Aalen-Johansen estimator is generally only consistent under the rather restrictive Markov assumption, the landmark Aalen-Johansen estimator can handle non-Markov multi-state models. However, the landmark Aalen-Johansen estimator leads to a strict data reduction and, thus, to an increased variance. The hybrid Aalen-Johansen estimator serves as a compromise by, firstly, checking with a log-rank-based test whether the Markov assumption is satisfied. Secondly, landmarking is only applied if the Markov assumption is rejected. In this work, we propose a new hybrid Aalen-Johansen estimator which uses a Cox model instead of the log-rank-based test to check the Markov assumption in the first step. Furthermore, we compare the four estimators in an extensive simulation study across Markov, semi-Markov, and distinct non-Markov settings. In order to get deep insights into the performance of the estimators, we consider four different measures: bias, variance, root mean squared error, and coverage rate. Additionally, further influential factors on the estimators such as the form and degree of non-Markov behaviour, the different transitions, and the starting time are analysed. The main result of the simulation study is that the hybrid Aalen-Johansen estimators yield favourable results across various measures and settings.

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arXiv2025

Testing for patterns and structures in covariance and correlation matrices

Covariance matrices of random vectors contain information that is crucial for modelling. Specific structures and patterns of the covariances (or correlations) may be used to justify parametric models, e.g., autoregressive models. Until now, there have been only a few approaches for testing such covariance structures and most of them can only be used for one particular structure. In the present paper, we propose a systematic and unified testing procedure working among others for the large class of linear covariance structures. Our approach requires only weak distributional assumptions. It covers common structures such as diagonal matrices, Toeplitz matrices and compound symmetry, as well as the more involved autoregressive matrices. We exemplify the approach for all these structures. We prove the correctness of these tests for large sample sizes and use bootstrap techniques for a better small-sample approximation. Moreover, the proposed tests invite adaptations to other covariance patterns by choosing the hypothesis matrix appropriately. With the help of a simulation study, we also assess the small sample properties of the tests. Finally, we illustrate the procedure in an application to a real data set.

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arXiv2025

A Comprehensive Survey on Legal Summarization: Challenges and Future Directions

This article provides a systematic up-to-date survey of automatic summarization techniques, datasets, models, and evaluation methods in the legal domain. Through specific source selection criteria, we thoroughly review over 120 papers spanning the modern `transformer' era of natural language processing (NLP), thus filling a gap in existing systematic surveys on the matter. We present existing research along several axes and discuss trends, challenges, and opportunities for future research.

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arXiv2024

Multiple tests for restricted mean time lost with competing risks data

Easy-to-interpret effect estimands are highly desirable in survival analysis. In the competing risks framework, one good candidate is the restricted mean time lost (RMTL). It is defined as the area under the cumulative incidence function up to a prespecified time point and, thus, it summarizes the cumulative incidence function into a meaningful estimand. While existing RMTL-based tests are limited to two-sample comparisons and mostly to two event types, we aim to develop general contrast tests for factorial designs and an arbitrary number of event types based on a Wald-type test statistic. Furthermore, we avoid the often-made, rather restrictive continuity assumption on the event time distribution. This allows for ties in the data, which often occur in practical applications, e.g., when event times are measured in whole days. In addition, we develop more reliable tests for RMTL comparisons that are based on a permutation approach to improve the small sample performance. In a second step, multiple tests for RMTL comparisons are developed to test several null hypotheses simultaneously. Here, we incorporate the asymptotically exact dependence structure between the local test statistics to gain more power. The small sample performance of the proposed testing procedures is analyzed in simulations and finally illustrated by analyzing a real data example about leukemia patients who underwent bone marrow transplantation.

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arXiv2024

A Discontinuity Adjustment for Subdistribution Function Confidence Bands Applied to Right-Censored Competing Risks Data (with Erratum)

The wild bootstrap is the resampling method of choice in survival analytic applications. Theoretic justifications rely on the assumption of existing intensity functions which is equivalent to an exclusion of ties among the event times. However, such ties are omnipresent in practical studies. It turns out that the wild bootstrap should only be applied in a modified manner that corrects for altered limit variances and emerging dependencies. This again ensures the asymptotic exactness of inferential procedures. An analogous necessity is the use of the Greenwood-type variance estimator for Nelson-Aalen estimators which is particularly preferred in tied data regimes. All theoretic arguments are transferred to bootstrapping Aalen-Johansen estimators for cumulative incidence functions in competing risks. An extensive simulation study as well as an application to real competing risks data of male intensive care unit patients suffering from pneumonia illustrate the practicability of the proposed technique.

math.ST↗

arXiv2024

Conditional Delta-Method for Resampling Empirical Processes in Multiple Sample Problems

The functional delta-method has a wide range of applications in statistics. Applications on functionals of empirical processes yield various limit results for classical statistics. To improve the finite sample properties of statistical inference procedures that are based on the limit results, resampling procedures such as random permutation and bootstrap methods are a popular solution. In order to analyze the behaviour of the functionals of the resampling empirical processes, corresponding conditional functional delta-methods are desirable. While conditional functional delta-methods for some special cases already exist, there is a lack of more general conditional functional delta-methods for resampling procedures for empirical processes, such as the permutation and pooled bootstrap method. This gap is addressed in the present paper. Thereby, a general multiple sample problem is considered. The flexible application of the developed conditional delta-method is shown in various relevant examples.

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arXiv2024

RMST-based multiple contrast tests in general factorial designs

Several methods in survival analysis are based on the proportional hazards assumption. However, this assumption is very restrictive and often not justifiable in practice. Therefore, effect estimands that do not rely on the proportional hazards assumption are highly desirable in practical applications. One popular example for this is the restricted mean survival time (RMST). It is defined as the area under the survival curve up to a prespecified time point and, thus, summarizes the survival curve into a meaningful estimand. For two-sample comparisons based on the RMST, previous research found the inflation of the type I error of the asymptotic test for small samples and, therefore, a two-sample permutation test has already been developed. The first goal of the present paper is to further extend the permutation test for general factorial designs and general contrast hypotheses by considering a Wald-type test statistic and its asymptotic behavior. Additionally, a groupwise bootstrap approach is considered. Moreover, when a global test detects a significant difference by comparing the RMSTs of more than two groups, it is of interest which specific RMST differences cause the result. However, global tests do not provide this information. Therefore, multiple tests for the RMST are developed in a second step to infer several null hypotheses simultaneously. Hereby, the asymptotically exact dependence structure between the local test statistics is incorporated to gain more power. Finally, the small sample performance of the proposed global and multiple testing procedures is analyzed in simulations and illustrated in a real data example.

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arXiv2023

Inference via Wild Bootstrap and Multiple Imputation under Fine-Gray Models with Incomplete Data

Fine-Gray models specify the subdistribution hazards for one out of multiple competing risks to be proportional. The estimators of parameters and cumulative incidence functions under Fine-Gray models have a simpler structure when data are censoring-complete than when they are more generally incomplete. This paper considers the case of incomplete data but it exploits the above-mentioned simpler estimator structure for which there exists a wild bootstrap approach for inferential purposes. The present idea is to link the methodology under censoring-completeness with the more general right-censoring regime with the help of multiple imputation. In a simulation study, this approach is compared to the estimation procedure proposed in the original paper by Fine and Gray when it is combined with a bootstrap approach. An application to a data set about hospital-acquired infections illustrates the method.

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arXiv2023

Wild Bootstrap for Counting Process-Based Statistics

The wild bootstrap is a popular resampling method in the context of time-to-event data analyses. Previous works established the large sample properties of it for applications to different estimators and test statistics. It can be used to justify the accuracy of inference procedures such as hypothesis tests or time-simultaneous confidence bands. This paper consists of two parts: in Part~I, a general framework is developed in which the large sample properties are established in a unified way by using martingale structures. The framework includes most of the well-known non- and semiparametric statistical methods in time-to-event analysis and parametric approaches. In Part II, the Fine-Gray proportional sub-hazards model exemplifies the theory for inference on cumulative incidence functions given the covariates. The model falls within the framework if the data are censoring-complete. A simulation study demonstrates the reliability of the method and an application to a data set about hospital-acquired infections illustrates the statistical procedure.

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arXiv2023

A two-sample comparison of mean survival times of uncured sub-populations

Comparing the survival times among two groups is a common problem in time-to-event analysis, for example if one would like to understand whether one medical treatment is superior to another. In the standard survival analysis setting, there has been a lot of discussion on how to quantify such difference and what can be an intuitive, easily interpretable, summary measure. In the presence of subjects that are immune to the event of interest (`cured'), we illustrate that it is not appropriate to just compare the overall survival functions. Instead, it is more informative to compare the cure fractions and the survival of the uncured sub-populations separately from each other. Our research is mainly driven by the question: if the cure fraction is similar for two available treatments, how else can we determine which is preferable? To this end, we estimate the mean survival times in the uncured fractions of both treatment groups ($MST_u$) and develop permutation tests for inference. In the first out of two connected papers, we focus on nonparametric approaches. The methods are illustrated with medical data of leukemia patients. In Part II we adjust the mean survival time of the uncured for potential confounders, which is crucial in observational settings. For each group, we employ the widely used logistic-Cox mixture cure model and estimate the $MST_u$ conditionally on a given covariate value. An asymptotic and a permutation-based approach have been developed for making inference on the difference of conditional $MST_u$'s between two groups. Contrarily to available results in the literature, in the simulation study we do not observe a clear advantage of the permutation method over the asymptotic one to justify its increased computational cost. The methods are illustrated through a practical application to breast cancer data.

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arXiv2023

A nonparametric relative treatment effect for direct comparisons of censored paired survival outcomes

A very classical problem in statistics is to test the stochastic superiority of one distribution to another. However, many existing approaches are developed for independent samples and, moreover, do not take censored data into account. We develop a new estimand-driven method to compare the effectiveness of two treatments in the context of right-censored survival data with matched pairs. With the help of competing risks techniques, the so-called relative treatment effect is estimated. It quantifies the probability that the individual undergoing the first treatment survives the matched individual undergoing the second treatment. Hypothesis tests and confidence intervals are based on a studentized version of the estimator, where resampling-based inference is established by means of a randomization method. In a simulation study, we found that the developed test exhibits good power, when compared to competitors which are actually testing the simpler null hypothesis of the equality of both marginal survival functions. Finally, we apply the methodology to a well-known benchmark data set from a trial with patients suffering from with diabetic retinopathy.

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arXiv2023

Factorial survival analysis for treatment effects under dependent censoring

Factorial analyses offer a powerful nonparametric means to detect main or interaction effects among multiple treatments. For survival outcomes, e.g. from clinical trials, such techniques can be adopted for comparing reasonable quantifications of treatment effects. The key difficulty to solve in survival analysis concerns the proper handling of censoring. So far, all existing factorial analyses for survival data were developed under the independent censoring assumption, which is too strong for many applications. As a solution, the central aim of this article is to develop new methods in factorial survival analyses under quite general dependent censoring regimes. This will be accomplished by combining existing results for factorial survival analyses with techniques developed for survival copula models. As a result, we will present an appealing F-test that exhibits sound performance in our simulation study. The new methods are illustrated in real data analysis. We implement the proposed method in an R function surv.factorial(.) in the R package compound.Cox.

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arXiv2023

Is the Gompertz family a good fit to your data?

That data follow a Gompertz distribution is a widely used assumption in diverse fields of applied sciences, e.g., in biology or when analysing survival times. Since misspecified models may lead to false conclusions, assessing the fit of the data to an underlying model is of central importance. We propose a new family of characterisation-based weighted $L^2$-type tests of fit to the family of Gompertz distributions, hence tests for the composite hypothesis when the parameters are unknown. The characterisation is motivated by distributional transforms connected to Stein's method of distributional approximation. We provide the limit null distribution of the test statistics in a Hilbert space setting and, since the limit distribution depends on the unknown parameters, we propose a parametric bootstrap procedure. Consistency of the testing procedure is shown. An extensive simulation study as well as applications to real data examples show practical benefits of the procedures: the first data set we analyse consists of lifetimes of fruitflies, the second has been synthetically generated from life tables for women born in Germany in 1948.

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