Related papers: Statistics of extremes under random censoring
The extremes of a stationary time series typically occur in clusters. A primary measure for this phenomenon is the extremal index, representing the reciprocal of the expected cluster size. Both a disjoint and a sliding blocks estimator for…
We consider projection methods for the estimation of the cumulative distribution function under interval censoring, case 1. Such censored data also known as current status data, arise when the only information available on the variable of…
The i.i.d. censoring model for survival analysis assumes two independent sequences of i.i.d. positive random variables, $(T_i^*)_{1\le i\le n}$ and $(U_i)_{1\le i\le n}$. The data consists of observations on the random sequence…
Statistical extreme value theory is concerned with the use of asymptotically motivated models to describe the extreme values of a process. A number of commonly used models are valid for observed data that exceed some high threshold.…
The analysis of a truncated sample can be hindered by censoring. Survival information may be lost to follow-up or the birthdate may be missing. The data can still be modeled as a truncated point process and it is close to a Poisson process,…
We analyze the extreme value dependence of independent, not necessarily identically distributed multivariate regularly varying random vectors. More specifically, we propose estimators of the spectral measure locally at some time point and…
We study the problem of estimating the probability density function of a circular random variable subject to censoring. To this end, we propose a fully computable quotient estimator that combines a projection estimator on linear sieves with…
A hybrid censoring scheme is a mixture of Type-I and Type-II censoring schemes. We study the estimation of parameters of weighted exponential distribution based on Type-II hybrid censored data. By applying EM algorithm, maximum likelihood…
In this paper, we first provide a review of different non-parametric estimators for the cumulative distribution function under left-censoring. We then propose a new estimator based on a non-parametric likelihood approach using reversed…
This paper considers estimation and inference about tail features when the observations beyond some threshold are censored. We first show that ignoring such tail censoring could lead to substantial bias and size distortion, even if the…
An important research topic in survival analysis is related to the modeling and estimation of the cure rate, i.e. the proportion of subjects that will never experience the event of interest. However, most estimation methods proposed so far…
The usual parametric models for survival data are of the following form. Some parametrically specified hazard rate $\alpha(s,\theta)$ is assumed for possibly censored random life times $X_1^0,\ldots,X_n^0$; one observes only…
Methods for the evaluation of the predictive accuracy of biomarkers with respect to survival outcomes subject to right censoring have been discussed extensively in the literature. In cancer and other diseases, survival outcomes are commonly…
We propose an empirically stable and asymptotically efficient covariate-balancing approach to the problem of estimating survival causal effects in data with conditionally-independent censoring. This addresses a challenge often encountered…
We exploit the asymptotic normality of the extreme value theory (EVT) based estimators of the parameters of a symmetric L\'evy-stable distribution, to construct confidence intervals. The accuracy of these intervals is evaluated through a…
The multivariate extremal index function relates the asymptotic distribution of the vector of pointwise maxima of a multivariate stationary sequence to that of the independent sequence from the same stationary distribution. It also measures…
Any limiting point process for the time normalized exceedances of high levels by a stationary sequence is necessarily compound Poisson under appropriate long range dependence conditions. Typically exceedances appear in clusters. The…
In extreme value statistics for stationary sequences, blocks estimators are usually constructed by using disjoint blocks because exceedances over high thresholds of different blocks can be assumed asymptotically independent. In this paper…
We investigate the accuracy of the two most common estimators for the maximum expected value of a general set of random variables: a generalization of the maximum sample average, and cross validation. No unbiased estimator exists and we…
We are interested in the estimation of average treatment effects based on right-censored data of an observational study. We focus on causal inference of differences between t-year absolute event risks in a situation with competing risks. We…