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Stochastic Ordering under Conditional Modelling of Extreme Values:\n Drug-Induced Liver Injury

2012/10/22 by Ioannis Papastathopoulos, Jonathan A. Tawn, Papastathopoulos, Ioannis +1
Economics, Econometrics and Finance · Mathematics · Pharmacology, Toxicology and Pharmaceutics · #Advanced Statistical Methods and Models #Applications (stat.AP) #Drug-Induced Hepatotoxicity and Protection #FOS: Computer and information sciences #Financial Risk and Volatility Modeling #Methodology (stat.ME) #Statistical Distribution Estimation and Applications

paper · pdf · doi:10.48550/arxiv.1210.6003

openalex publication_date 2012/10/22 · openalex created_date 2022/10/03 · openalex updated_date 2026/07/28

Abstract

Drug-induced liver injury (DILI) is a major public health issue and of\nserious concern for the pharmaceutical industry. Early detection of signs of a\ndrug's potential for DILI is vital for pharmaceutical companies' evaluation of\nnew drugs. A combination of extreme values of liver specific variables indicate\npotential DILI (Hy's Law). We estimate the probability of severe DILI using the\nHeffernan and Tawn (2004) conditional dependence model which arises naturally\nin applications where a multidimensional random variable is extreme in at least\none component. We extend the current model by including the assumption of\nstochastically ordered survival curves for different doses in a Phase 3 study.\n

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