Cover Image

Penalised spline estimation of covariate-specific time-dependent ROC curves

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Rodríguez-Álvarez, María Xosé, Inácio, Vanda
Format:	Preprint
Published:	2025
Subjects:	Methodology Computation
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Density regression via Dirichlet process mixtures of normal structured additive regression models
by: Rodríguez-Álvarez, María Xosé, et al.
Published: (2024)

Likelihood-based Modeling of Covariate-Specific Time-Dependent ROC Curves
by: Sewak, Ainesh, et al.
Published: (2025)

A new test for assessing the covariate effect in ROC curves
by: Fanjul-Hevia, Arís, et al.
Published: (2024)

Impact of methodological assumptions and covariates on the cutoff estimation in ROC analysis
by: Ghosal, Soutik
Published: (2024)

Dynamic SIR/SEIR-like models comprising a time-dependent transmission rate: Hamiltonian Monte Carlo approach with applications to COVID-19
by: Inouzhe, Hristo, et al.
Published: (2023)

ROC curve analysis for functional markers
by: Bianco, Ana M., et al.
Published: (2024)

Stable direct estimation for GPLSIAMs using P-splines with dynamically updated boundaries
by: Silva, Danilo V., et al.
Published: (2026)

A Bayesian functional model with multilevel partition priors for group studies in neuroscience
by: Margaritella, Nicolò, et al.
Published: (2023)

The underlap coefficient as a measure of a biomarker's discriminatory ability
by: Zhang, Zhaoxi, et al.
Published: (2025)

Variable screening for covariate dependent extreme value index estimation
by: Yoshida, Takuma, et al.
Published: (2024)

Robust regularized covariance matrix estimation: well-posedness and convergent algorithm
by: Yi, Mengxi, et al.
Published: (2026)

Robust covariance estimation and explainable outlier detection for matrix-valued data
by: Mayrhofer, Marcus, et al.
Published: (2024)

Difference-based covariance matrix estimate in time series nonparametric regression with applications to specification tests
by: Bai, Lujia, et al.
Published: (2023)

The generalized underlap coefficient with an application in clustering
by: Zhang, Zhaoxi, et al.
Published: (2026)

Scalable likelihood-based estimation and variable selection for the Cox model with incomplete covariates
by: Kwok, Ngok Sang, et al.
Published: (2024)

Smoothing spline density estimation from doubly truncated data
by: Bamio, David, et al.
Published: (2026)

Multiclass ROC
by: Wang, Liang, et al.
Published: (2024)

Evaluation and comparison of covariate balance metrics in studies with time-dependent confounding
by: Adenyo, David, et al.
Published: (2024)

A covariate-dependent Cholesky decomposition for high-dimensional covariance regression
by: Kim, Rakheon, et al.
Published: (2026)

Estimating the variance-covariance matrix of two-step estimates of latent variable models: A general simulation-based approach
by: Di Mari, Roberto, et al.
Published: (2025)

Regression analysis of multiplicative hazards model with time-dependent coefficient for sparse longitudinal covariates
by: Sun, Zhuowei, et al.
Published: (2023)

ODC and ROC curves, comparison curves, and stochastic dominance
by: Ledwina, Teresa, et al.
Published: (2024)

Covariance estimation for derivatives of functional data using an additive penalty in P-splines
by: Zhu, Yueyun, et al.
Published: (2026)

Why not a thin plate spline for spatial models? A comparative study using Bayesian inference
by: Cavieres, Joaquin, et al.
Published: (2024)

A Multiclass ROC Curve
by: Giudici, Paolo, et al.
Published: (2025)

Adaptive tuning of Hamiltonian Monte Carlo methods
by: Akhmatskaya, Elena, et al.
Published: (2025)

Modeling the uncertainty on the covariance matrix for probabilistic forecast reconciliation
by: Carrara, Chiara, et al.
Published: (2025)

Handling cellwise outliers by sparse regression and robust covariance
by: Raymaekers, Jakob, et al.
Published: (2019)

Computationally and statistically efficient estimation of time-smoothed counterfactual curves
by: Susmann, Herbert P., et al.
Published: (2025)

Generalized linear models with spatial dependence and a functional covariate
by: Kim, Sooran, et al.
Published: (2024)

Online robust covariance matrix estimation and outlier detection
by: Guillot, Paul, et al.
Published: (2026)

Synthesis estimators for positivity violations with a continuous covariate
by: Zivich, Paul N, et al.
Published: (2023)

ROC Curves for Spatial Point Patterns and Presence-Absence Data
by: Baddeley, Adrian, et al.
Published: (2025)

A placement-value based approach to concave ROC analysis
by: Ghosal, Soutik, et al.
Published: (2024)

Block-diagonal idiosyncratic covariance estimation in high-dimensional factor models for financial time series
by: Žignić, Lucija, et al.
Published: (2024)

hmmTMB: hidden Markov models with flexible covariate effects in R
by: Michelot, Théo
Published: (2022)

Profile least squares estimation in networks with covariates
by: Chandna, Swati, et al.
Published: (2024)

Direct covariance matrix estimation with compositional data
by: Molstad, Aaron J., et al.
Published: (2022)

Event history analysis with time-dependent covariates via landmarking supermodels and boosted trees
by: Sandqvist, Oliver Lunding
Published: (2026)

Penalized spline estimation of principal components for sparse functional data: rates of convergence
by: He, Shiyuan, et al.
Published: (2024)