Stochastic Ordering under Conditional Modelling of Extreme Values: Drug-Induced Liver Injury
Ioannis Papastathopoulos, Jonathan A. Tawn

TL;DR
This paper develops a statistical model to better understand and predict severe drug-induced liver injury by analyzing extreme values of liver variables, incorporating dose-dependent survival curve ordering.
Contribution
It extends the Heffernan and Tawn (2004) model by including stochastic ordering of survival curves across different drug doses in clinical studies.
Findings
Enhanced model for extreme liver injury prediction.
Incorporation of dose-dependent survival curve ordering.
Improved early detection of DILI signals.
Abstract
Drug-induced liver injury (DILI) is a major public health issue and of serious concern for the pharmaceutical industry. Early detection of signs of a drug's potential for DILI is vital for pharmaceutical companies' evaluation of new drugs. A combination of extreme values of liver specific variables indicate potential DILI (Hy's Law). We estimate the probability of severe DILI using the Heffernan and Tawn (2004) conditional dependence model which arises naturally in applications where a multidimensional random variable is extreme in at least one component. We extend the current model by including the assumption of stochastically ordered survival curves for different doses in a Phase 3 study.
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Taxonomy
TopicsStatistical Distribution Estimation and Applications · Financial Risk and Volatility Modeling · Advanced Statistical Methods and Models
