Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
}
TY - JOUR
T1 - Stochastic ordering under conditional modelling of extreme values
T2 - drug induced liver injury
AU - Papastathopoulos, Ioannis
AU - Tawn, Jonathan
PY - 2015/2
Y1 - 2015/2
N2 - 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 joint extreme elevations of laboratory variables by using the conditional approach to multivariate extremes which concerns the distribution of a random vector given an extreme component. We extend the current model to include the assumption of stochastically ordered survival curves and construct a hypothesis test for ordered tail dependence between doses, which is a pattern that is potentially triggered by DILI. The model proposed is applied to safety data from a phase 3 clinical trial of a drug that has been linked to liver toxicity.
AB - 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 joint extreme elevations of laboratory variables by using the conditional approach to multivariate extremes which concerns the distribution of a random vector given an extreme component. We extend the current model to include the assumption of stochastically ordered survival curves and construct a hypothesis test for ordered tail dependence between doses, which is a pattern that is potentially triggered by DILI. The model proposed is applied to safety data from a phase 3 clinical trial of a drug that has been linked to liver toxicity.
KW - Conditional dependence
KW - Drug toxicity
KW - Liver injury
KW - Multivariate extremes
KW - Safety data
KW - Stochastic ordering
U2 - 10.1111/rssc.12074
DO - 10.1111/rssc.12074
M3 - Journal article
VL - 64
SP - 299
EP - 317
JO - Journal of the Royal Statistical Society: Series C (Applied Statistics)
JF - Journal of the Royal Statistical Society: Series C (Applied Statistics)
SN - 0035-9254
IS - 2
ER -