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Survival analysis models time to event data, typically time to death or failure time. Censored data are a common problem for survival analyses.
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Predicting in Cox’s time varying proportional hazard model (theoretically as well as using P...
I know that in the time-independent case, this prediction task boils down to calculating $$\mathbb{E}(T-t_0 \mid T \geq t_0) = \frac{1}{S(t_0)} \int_{t_0}^\infty S(t) \, dt,$$
where $S$ denotes the survival …