• Corpus ID: 249191867

Ensemble methods for survival function estimation with time-varying covariates

  title={Ensemble methods for survival function estimation with time-varying covariates},
  author={Weichi Yao and Halina Frydman and Denis Larocque and Jeffrey S. Simonoff},
Survival data with time-varying covariates are common in practice. If relevant, they can improve on the estimation of a survival function. However, the traditional survival forests - conditional inference forest, relative risk forest and random survival forest - have accommodated only time-invariant covariates. We generalize the conditional inference and relative risk forests to allow time-varying covariates. We also propose a general framework for estimation of a survival function in the… 

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