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Missing exposure information is a very common feature of many observational studies. Here we study identifiability and efficient estimation of causal effects on vector outcomes, in such cases where treatment is unconfounded but partially…

Methodology · Statistics 2020-02-04 Edward H. Kennedy

Time-to-event analysis often relies on prior parametric assumptions, or, if a non-parametric approach is chosen, Cox's model. This is inherently tied to the assumption of proportional hazards, with the analysis potentially invalidated if…

Methodology · Statistics 2023-03-15 Lucia Ameis , Oliver Kuß , Annika Hoyer , Kathrin Möllenhoff

In survey sampling, survey data do not necessarily represent the target population, and the samples are often biased. However, information on the survey weights aids in the elimination of selection bias. The Horvitz-Thompson estimator is a…

Methodology · Statistics 2024-04-05 Kosuke Morikawa , Yoshikazu Terada , Jae Kwang Kim

Semiparametric models are often considered for analyzing longitudinal data for a good balance between flexibility and parsimony. In this paper, we study a class of marginal partially linear quantile models with possibly varying…

Statistics Theory · Mathematics 2009-11-19 Huixia Judy Wang , Zhongyi Zhu , Jianhui Zhou

In the nonparametric regression setting, we construct an estimator which is a continuous function interpolating the data points with high probability, while attaining minimax optimal rates under mean squared risk on the scale of H\"older…

Statistics Theory · Mathematics 2022-06-28 Julien Chhor , Suzanne Sigalla , Alexandre B. Tsybakov

We investigate a semiparametric regression model where one gets noisy non linear non invertible functions of the observations. We focus on the application to bearings-only tracking. We first investigate the least squares estimator and prove…

Statistics Theory · Mathematics 2008-12-17 Elisabeth Gassiat , Benoit Landelle

We consider the nonparametric robust estimation problem for regression models in continuous time with semi-Markov noises. An adaptive model selection procedure is proposed. Under general moment conditions on the noise distribution a sharp…

Statistics Theory · Mathematics 2017-03-28 Vlad Barbu , Slim Beltaif , Serguei Pergamenchtchikov

An important issue in survival analysis is the investigation and the modeling of hazard rates. Within a Bayesian nonparametric framework, a natural and popular approach is to model hazard rates as kernel mixtures with respect to a…

Statistics Theory · Mathematics 2009-08-14 Pierpaolo De Blasi , Giovanni Peccati , Igor Prünster

The paper deals with asymptotic properties of the adaptive procedure proposed in the author paper, 2007, for estimating an unknown nonparametric regression. %\cite{GaPe1}. We prove that this procedure is asymptotically efficient for a…

Statistics Theory · Mathematics 2010-02-09 Leonid Galtchouk , Serguei Pergamenchtchikov

In the context of regressing a response $Y$ on a predictor $X$, we consider estimating the local modes of the distribution of $Y$ given $X=x$ when $X$ is prone to measurement error. We propose two nonparametric estimation methods, with one…

Methodology · Statistics 2016-10-28 Haiming Zhou , Xianzheng Huang

We propose a novel frailty model with change points applying random effects to a Cox proportional hazard model to adjust the heterogeneity between clusters. Because the frailty model includes random effects, the parameters are estimated…

Methodology · Statistics 2023-01-12 Masahiro Kojima , Shunichiro Orihara

The aim of this article is to propose a novel kernel estimator of the baseline function in a general high-dimensional Cox model, for which we derive non-asymptotic rates of convergence. To construct our estimator, we first estimate the…

Applications · Statistics 2015-07-07 Agathe Guilloux , Sarah Lemler , Marie-Luce Taupin

Asymptotic equivalence theory developed in the literature so far are only for bounded loss functions. This limits the potential applications of the theory because many commonly used loss functions in statistical inference are unbounded. In…

Statistics Theory · Mathematics 2009-09-03 T. Tony Cai , Harrison H. Zhou

We consider generalized linear regression analysis with left-censored covariate due to the lower limit of detection. Complete case analysis by eliminating observations with values below limit of detection yields valid estimates for…

Methodology · Statistics 2014-12-09 Shengchun Kong , Bin Nan

Motivated by the need to analyze continuously updated data sets in the context of time-to-event modeling, we propose a novel nonparametric approach to estimate the conditional hazard function given a set of continuous and discrete…

Methodology · Statistics 2025-07-03 Daphné Aurouet , Valentin Patilea

In observational studies, the observed association between an exposure and outcome of interest may be distorted by unobserved confounding. Causal sensitivity analysis can be used to assess the robustness of observed associations to…

Methodology · Statistics 2025-11-04 Rui Hu , Ted Westling

The local regularity of functional time series is studied under $L^p-m-$appro\-ximability assumptions. The sample paths are observed with error at possibly random design points. Non-asymptotic concentration bounds of the regularity…

Statistics Theory · Mathematics 2024-03-21 Hassan Maissoro , Valentin Patilea , Myriam Vimond

We consider a general nonparametric regression model called the compound model. It includes, as special cases, sparse additive regression and nonparametric (or linear) regression with many covariates but possibly a small number of relevant…

Statistics Theory · Mathematics 2013-01-04 Arnak Dalalyan , Yuri Ingster , Alexandre Tsybakov

We provide an asymptotic linear representation for the Breslow estimator of the baseline cumulative hazard function in the Cox model. Our representation consists of an average of independent random variables and a term involving the…

Statistics Theory · Mathematics 2015-05-12 Hendrik P. Lopuhaa , Gabriela F. Nane

In a prospective cohort study, examining all participants for incidence of the condition of interest may be prohibitively expensive. For example, the "gold standard" for diagnosing temporomandibular disorder (TMD) is a physical examination…

Methodology · Statistics 2015-07-08 Naomi Brownstein , Jianwen Cai , Gary Slade , Eric Bair
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