arXiv subjects

Isfandiyor Akhmedov

Publications and source records attributed to Isfandiyor Akhmedov.

2 recordsLinked to original sources

arXiv2026

Refutable Exclusion Restrictions in Competing Risks with Categorical Covariates

Competing-risks data do not identify latent marginal duration distributions or their dependence without additional restrictions. This paper asks whether restrictions introduced to restore identification themselves restrict the observable law. For a two-risk Archimedean model with categorical exclusion restrictions, we derive a necessary-and-sufficient observable characterization. A discrete single-crossing argument identifies the scalar copula parameter from cell-specific overall survival probabilities, while cause indicators recover the remaining allocation and generate additional specification restrictions. We construct an identification-robust, self-normalized quadratic statistic, invert it to obtain confidence sets, and use empty inverted sets as a conservative specification test. Simulations show that the cause indicator can be decisive: under the weakest contrast considered it converts a frequently uninformative survival-based confidence set into an informative joint set without loss of coverage, whereas excessive categorical contrast can eliminate causes from individual cells and make cause-specific recovery inadmissible. The results turn latent exclusion restrictions into refutable restrictions without estimating covariate derivatives.

stat.ME↗

arXiv2026

Least-false Cox coefficients under affine follow-up contamination: exact continuous- and grouped-time benchmarks

Covariates summarized over a subject's completed follow-up are sometimes entered into Cox regression as though observed at baseline. This practice incorporates future event or censoring information and changes both the estimand and its sampling behavior. We analyze an affine class in which a genuine baseline covariate is contaminated by realized follow-up time. Treating partial likelihood as an observed-data estimation criterion, we derive the population score and characterize its unique least-false coefficient. Exact continuous-time benchmarks show scale reduction and saturation under strong contamination, while administrative censoring destroys the reduction and may produce overshoot. Grouping exit times with Breslow ties changes the geometry: the coefficient has a single hump and eventually returns to zero even though the induced association diverges. We also derive an observed-data influence function and show why model-based variance can be either too small or too large. A subject-level sandwich consistently estimates uncertainty around the least-false target under the stated conditions, but it does not correct the target itself.

stat.ME↗