• A Doubly Smoothed PD Estimator in Credit Risk 

      Peláez, Rebeca; Cao, Ricardo; Vilar, Juan M. (MDPI AG, 2020-09-01)
      [Abstract] In this work a doubly smoothed probability of default (PD) estimator is proposed based on a smoothed version of the survival Beran’s estimator. The asymptotic properties of both the smoothed survival and PD ...
    • Bootstrap Selector for the Smoothing Parameter of Beran’s Estimator 

      Peláez, Rebeca; Cao, Ricardo; Vilar, Juan M. (MDPI, 2021)
      [Abstract] This work proposes a resampling technique to approximate the smoothing parameter of Beran’s estimator. It is based on resampling by the smoothed bootstrap and minimising the bootstrap approximation of the mean ...
    • Cure models to estimate time until hospitalization due to COVID-19 

      Pedrosa-Laza, Maria; López-Cheda, Ana; Cao, Ricardo (Springer Nature, 2022-01)
      [Abstract]: A short introduction to survival analysis and censored data is included in this paper. A thorough literature review in the field of cure models has been done. An overview on the most important and recent ...
    • Inadequate social support decreases survival in decompensated liver cirrhosis patients 

      García Morales, Natalia; Fernández de la Varga, Margarita; Pumares Pérez, Javier; Menéndez Rodríguez, Martín; Gutiérrez Morato, Sagrario; Castillo Cejas, Carmen; Aguilera, Victoria; Benlloch, Salvador; Menéndez Rodríguez, Luis; Seoane-Pillado, Teresa; Pin Vieito, Noel; Cubiella, Joaquín (Elsevier, 2022-05-13)
      [Abstract] Introduction: Inadequate social support is associated with higher mortality both in the general population and in patients with chronic diseases. There are no studies that have described social support in liver ...
    • Nonparametric covariate hypothesis tests for the cure rate in mixture cure models 

      López-Cheda, Ana; Jácome, M. A.; Keilegom, Ingrid Van; Cao, Ricardo (John Wiley & Sons, 2020-06)
      [Abstract]: In lifetime data, like cancer studies, there may be long term survivors, which lead to heavy censoring at the end of the follow-up period. Since a standard survival model is not appropriate to handle these data, ...
    • Nonparametric Estimation in Mixture Cure Models with Covariates 

      López-Cheda, Ana; Peng, Yingwei; Jácome, M. A. (Springer Nature, 2023-05-17)
      [Abstract] Nonparametric estimation methods for the cure rate and the distribution of the failure time of uncured subjects with covariates for censored survival data have attracted much attention in the last few years. To ...
    • Nonparametric incidence estimation and bootstrap bandwidth selection in mixture cure models 

      López-Cheda, Ana; Cao, Ricardo; Jácome, M. A.; Keilegom, Ingrid Van (Elsevier, 2017-01)
      [Abstract]: A completely nonparametric method for the estimation of mixture cure models is proposed. A nonparametric estimator of the incidence is extensively studied and a nonparametric estimator of the latency is presented. ...
    • Nonparametric Inference for Mixture Cure Model When Cure Information Is Partially Available 

      Clarence Safari, Wende; López-de-Ullibarri, Ignacio; Jácome, M. A. (MDPI, 2021)
      [Abstract] We introduce nonparametric estimators to estimate the conditional survival function, cure probability and latency function in the setting of a mixture cure model when the cure status is partially known. For the ...
    • Nonparametric Inference in Mixture Cure Models 

      López-Cheda, Ana; Cao, Ricardo; Jácome, M. A.; Keilegom, Ingrid Van (MDPI, 2018-09)
      [Abstract]: A completely nonparametric method for the estimation of mixture cure models is proposed. Nonparametric estimators for the cure probability (incidence) and for the survival function of the uncured population ...
    • Nonparametric latency estimation for mixture cure models 

      López-Cheda, Ana; Jácome, M. A.; Cao, Ricardo (Springer Nature, 2017-06)
      [Abstract]: A nonparametric latency estimator for mixture cure models is studied in this paper. An i.i.d. representation is obtained, the asymptotic mean squared error of the latency estimator is found, and its asymptotic ...
    • Probability of default estimation in credit risk using mixture cure models 

      Peláez, Rebeca; Keilegom, Ingrid Van; Cao, Ricardo; Vilar, Juan M. (Elsevier, 2024-01)
      [Abstract]: An estimator of the probability of default (PD) in credit risk is proposed. It is derived from a nonparametric conditional survival function estimator based on cure models. Asymptotic expressions for the bias ...
    • Rejoinder on: Nonparametric estimation in mixture cure models with covariates 

      López-Cheda, Ana; Peng, Yingwei; Jácome, M. A. (Springer Nature, 2023-06)
      [Abstract]: We thank all discussants for their insightful comments on our paper [López-Cheda, A., Peng, Y. & Jácome, M.A. Nonparametric estimation in mixture cure models with covariates. TEST 32, 467–495 (2023). ...
    • The modality of dialysis does not influence atheromatous vascular disease progression or cardiovascular outcomes in dialysis patients without previous cardiovascular disease 

      Borrás Sans, Mercé; Pérez-Fontán, Miguel; Martínez-Alonso, Monserrat; Bajo, Auxiliadora; Betriu, Angels; Valdivielso, José Manuel; Fernández, Elvira (PLOS, 2017-11-02)
      [Abstract] Background. There is limited and inconclusive information regarding the influence of the modality of renal replacement therapy on the atherosclerotic burden of patients on dialysis. The aim of this study was to ...