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Stochastic ordering under conditional modelling of extreme values: drug-induced liver injury

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  • Ioannis Papastathopoulos
  • Jonathan A. Tawn

Abstract

type="main" xml:id="rssc12074-abs-0001"> 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.

Suggested Citation

  • Ioannis Papastathopoulos & Jonathan A. Tawn, 2015. "Stochastic ordering under conditional modelling of extreme values: drug-induced liver injury," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 64(2), pages 299-317, February.
    • Handle: RePEc:bla:jorssc:v:64:y:2015:i:2:p:299-317
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    File URL: http://hdl.handle.net/10.1111/rssc.2015.64.issue-2
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    Cited by:

    1. Papastathopoulos, Ioannis & Tawn, Jonathan A., 2016. "Conditioned limit laws for inverted max-stable processes," Journal of Multivariate Analysis, Elsevier, vol. 150(C), pages 214-228.

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