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We derive estimators of the density of the event times of current status data. The estimators are derived for the situations where the distribution of the observation times is known and where this distribution is unknown. The density…

Statistics Theory · Mathematics 2017-07-04 Bert van Es , Catharina Elisabeth Graafland

In practice, data often contain discrete variables. But most of the popular nonparametric estimation methods have been developed in a purely continuous framework. A common trick among practitioners is to make discrete variables continuous…

Methodology · Statistics 2018-01-08 Thomas Nagler

Progressive censoring scheme has received considerable attention in recent years. In this paper we introduce a new type-II progressive censoring scheme for two samples. It is observed that the proposed censoring scheme is analytically more…

Methodology · Statistics 2016-09-20 Shuvashree Mondal , Debasis Kundu

Functional covariates are common in many medical, biodemographic, and neuroimaging studies. The aim of this paper is to study functional Cox models with right-censored data in the presence of both functional and scalar covariates. We study…

Methodology · Statistics 2016-01-28 Simeng Qu , Jane-Ling Wang , Xiao Wang

Interval censoring arises frequently in clinical, epidemiological, financial, and sociological studies, where the event or failure of interest is known only to occur within an interval induced by periodic monitoring. We formulate the…

Methodology · Statistics 2016-03-01 Donglin Zeng , Lu Mao , D. Y. Lin

We present a conformal inference method for constructing lower prediction bounds for survival times from right-censored data, extending recent approaches designed for more restrictive type-I censoring scenarios. The proposed method imputes…

Methodology · Statistics 2025-05-26 Matteo Sesia , Vladimir Svetnik

This paper addresses the problem of estimating the extreme value index in presence of random censoring for distributions in the Weibull domain of attraction. The methodologies introduced in [Worms (2014)], in the heavy-tailed case, are…

Statistics Theory · Mathematics 2015-06-12 Julien Worms , Rym Worms

Uncertainty quantification of prediction models through prediction sets is increasingly popular and successful, but most existing methods rely on directly observing the outcome and do not appropriately handle censored outcomes, such as…

Methodology · Statistics 2025-05-06 Wenwen Si , Hongxiang Qiu

The Brier score is commonly used for evaluating probability predictions. In survival analysis, with right-censored observations of the event times, this score can be weighted by the inverse probability of censoring (IPCW) to retain its…

Machine Learning · Statistics 2019-12-19 Håvard Kvamme , Ørnulf Borgan

Quantum state estimation for continuously monitored dynamical systems involves assigning a quantum state to an individual system at some time, conditioned on the results of continuous observations. The quality of the estimation depends on…

Quantum Physics · Physics 2022-05-26 Areeya Chantasri , Ivonne Guevara , Kiarn T. Laverick , Howard M. Wiseman

A finite-support constraint on the parameter space is used to derive a lower bound on the error of an estimator of the correlation coefficient in the bivariate exponential distribution. The bound is then exploited to examine optimality of…

Methodology · Statistics 2017-02-13 W. J. Szajnowski

We propose a novel estimation approach for a general class of semi-parametric time series models where the conditional expectation is modeled through a parametric function. The proposed class of estimators is based on a Gaussian…

Methodology · Statistics 2025-07-21 Mirko Armillotta , Paolo Gorgi

We consider a regression modeling of the quantiles of residual life, remaining lifetime at a specific time. We propose a smoothed induced version of the existing non-smooth estimating equations approaches for estimating regression…

Computation · Statistics 2022-05-03 Kyu Hyun Kim , Daniel J. Caplan , Sangwook Kang

Compressed Counting (CC) was recently proposed for very efficiently computing the (approximate) $\alpha$th frequency moments of data streams, where $0<\alpha <= 2$. Several estimators were reported including the geometric mean estimator,…

Data Structures and Algorithms · Computer Science 2008-08-14 Ping Li

The stratified proportional intensity model generalizes Cox's proportional intensity model by allowing different groups of the population under study to have distinct baseline intensity functions. In this article, we consider the problem of…

Statistics Theory · Mathematics 2008-12-18 Amélie Detais , Jean-François Dupuy

We propose a reinforcement learning method for estimating an optimal dynamic treatment regime for survival outcomes with dependent censoring. The estimator allows the failure time to be conditionally independent of censoring and dependent…

Methodology · Statistics 2022-05-13 Hunyong Cho , Shannon T. Holloway , David J. Couper , Michael R. Kosorok

Over the last few decades, various methods have been proposed for estimating prediction intervals in regression settings, including Bayesian methods, ensemble methods, direct interval estimation methods and conformal prediction methods. An…

Machine Learning · Statistics 2024-04-02 Nicolas Dewolf , Bernard De Baets , Willem Waegeman

In this review, we present a simple guide for researchers to obtain pseudo-random samples with censored data. We focus our attention on the most common types of censored data, such as type I, type II, and random censoring. We discussed the…

We develop inference procedures for longitudinal data where some of the measurements are censored by fixed constants. We consider a semi-parametric quantile regression model that makes no distributional assumptions. Our research is…

Statistics Theory · Mathematics 2009-04-02 Huixia Judy Wang , Mendel Fygenson

Censoring occurs when an outcome is unobserved beyond some threshold value. Methods that do not account for censoring produce biased predictions of the unobserved outcome. This paper introduces Type I Tobit Bayesian Additive Regression Tree…

Econometrics · Economics 2024-02-21 Eoghan O'Neill