Papers by Philippe Lambert
Statistics & Probability Letters, 2003
We extend rank-based dependence measures like Spearman's rho to categorical data so that the same... more We extend rank-based dependence measures like Spearman's rho to categorical data so that the same ±1 limits are always reached under complete dependence. A goodness-of-ÿt procedure is derived for dependence models using copulas.
Journal of Biopharmaceutical Statistics, 2002
Our focus is on the joint analysis of longitudinal non-normal responses and early discontinuation... more Our focus is on the joint analysis of longitudinal non-normal responses and early discontinuation in (pre)-clinical trials. Separate models are fitted to the two series (response and discontinuation) to account for covariate and time e ects. The serial dependence and the dependence between response and drop-out are also modelled. This is done using particular dependence functions, called copulas. Copulas are used to create a joint distribution with given marginal distributions. Applications are given for the analysis of heart rate/morbidity in toxicology and pain severity/intake of rescue medications in a trial on migraine. Using copulas, the level of dependence between two variables remains invariant to changes in the marginal distribution of either variable. This proves interesting in modelling the association in a longitudinal setting when responses change over time.
Journal of Multivariate Analysis
This paper aims to investigate the constraints on dependence measures based on the concept of con... more This paper aims to investigate the constraints on dependence measures based on the concept of concordance when discrete random variables are involved. The main technical argument consists in a continuous extension of integer-valued random variables by convolution with unit support kernels. r
Journal of Multivariate Analysis, 2005
This paper aims to investigate the constraints on dependence measures based on the concept of con... more This paper aims to investigate the constraints on dependence measures based on the concept of concordance when discrete random variables are involved. The main technical argument consists in a continuous extension of integer-valued random variables by convolution with unit support kernels. r
Statistics in Medicine, 1996
General methodology for modelling series of non-negative data observed at unequally spaced times ... more General methodology for modelling series of non-negative data observed at unequally spaced times is developed. The parameterization enables both the importance of the serial association, as well the 'order' of this dependence to be expressed. An example is given where the effects of three fibre based diets on dog triglyceride profiles are analysed and compared. Many different types of models based on common distributions such as the normal, exponential, gamma, Weibull and log-normal observations are presented. Comparison of possibly non-nested models fitted on the same data set is made using the Akaike criterion.
Statistics in Medicine, 2002
A new model for multivariate non-normal longitudinal data is proposed. In a first step, each long... more A new model for multivariate non-normal longitudinal data is proposed. In a first step, each longitudinal series of data corresponding to a given response is modelled separately using a copula to relate the marginal distributions of the response at each time of observation. In a second step, at each observation time, the conditional (on the past) distributions of each response are related using another copula describing the relationship between the corresponding variables. Note that there is no need to consider the same family of distributions for these response variables. The technique is illustrated in a dose titration safety study on a new antidepressant. The haemodynamic effect on diastolic blood pressure, systolic blood pressure and heart rate is studied. These three responses are measured repeatedly over time on ten healthy volunteers during the dose escalation. The available covariates are sex and the concentration of drug in the plasma at time of measurement. Copyright © 2002 John Wiley & Sons, Ltd.
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Papers by Philippe Lambert