Emil Aas Stoltenberg

Hjort, Nils Lid & Stoltenberg, Emil Aas (2021)

The partly parametric and partly nonparametric additive risk model

Lifetime Data Analysis Doi: 10.1007/s10985-021-09535-3 - Full text in research archive

Aalen’s linear hazard rate regression model is a useful and increasingly popular alternative to Cox’ multiplicative hazard rate model. It postulates that an individual has hazard rate function h(s)=z1α1(s)+⋯+zrαr(s) in terms of his covariate values z1,…,zr. These are typically levels of various hazard factors, and may also be time-dependent. The hazard factor functions αj(s) are the parameters of the model and are estimated from data. This is traditionally accomplished in a fully nonparametric way. This paper develops methodology for estimating the hazard factor functions when some of them are modelled parametrically while the others are left unspecified. Large-sample results are reached inside this partly parametric, partly nonparametric framework, which also enables us to assess the goodness of fit of the model’s parametric components. In addition, these results are used to pinpoint how much precision is gained, using the parametric-nonparametric model, over the standard nonparametric method. A real-data application is included, along with a brief simulation study.

Stoltenberg, Emil Aas & Hjort, Nils Lid (2020)

Models and inference for on–off data via clipped Ornstein–Uhlenbeck processes

Scandinavian Journal of Statistics Doi: 10.1111/sjos.12472 - Full text in research archive

Stoltenberg, Emil Aas; Nordeng, Hedvig Marie Egeland, Ystrøm, Eivind & Samuelsen, Sven Ove (2020)

The cure model in perinatal epidemiology

Statistical Methods in Medical Research, 29(10), s. 2783- 2794. Doi: 10.1177/0962280220904092 - Full text in research archive

Stoltenberg, Emil Aas & Hjort, Nils Lid (2020)

Multivariate estimation of Poisson parameters

Journal of Multivariate Analysis, 175, s. 1- 19. Doi: 10.1016/j.jmva.2019.104545 - Full text in research archive

Stoltenberg, Emil Aas & Lid Hjort, Nils (2018)

Models and inference for on-off data via clipped Ornstein–Uhlenbeck processes

[Academic lecture]. NORDSTAT2018.