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Regression problems are traditionally analyzed via univariate characteristics like the regression function, scale function and marginal density of regression errors. These characteristics are useful and informative whenever the association…

Statistics Theory · Mathematics 2008-12-18 Sam Efromovich

Density regression characterizes the conditional density of the response variable given the covariates, and provides much more information than the commonly used conditional mean or quantile regression. However, it is often computationally…

Methodology · Statistics 2022-06-15 Yunlu Chen , Nan Zhang

The partial linear Cox model for interval-censoring is well-studied under the additive assumption but is still under-investigated without this assumption. In this paper, we propose to use a deep ReLU neural network to estimate the…

Methodology · Statistics 2023-07-04 Jie Zhou , Yue Zhang , Zhangsheng Yu

We consider the problem of estimating the probability density function of a circular random variable observed under censoring. To this end, we introduce a projection estimator constructed via a regression approach on linear sieves. We first…

Statistics Theory · Mathematics 2025-12-09 Nicolas Conanec , Claire Lacour , Thanh Mai Pham Ngoc

We describe a new approach to estimating relative risks in time-to-event prediction problems with censored data in a fully parametric manner. Our approach does not require making strong assumptions of constant proportional hazard of the…

Machine Learning · Computer Science 2021-06-10 Chirag Nagpal , Xinyu Rachel Li , Artur Dubrawski

Massive sized survival datasets are becoming increasingly prevalent with the development of the healthcare industry. Such datasets pose computational challenges unprecedented in traditional survival analysis use-cases. A popular way for…

Methodology · Statistics 2023-05-09 Nir Keret , Malka Gorfine

In this paper, we study a novel approach for the estimation of quantiles when facing potential right censoring of the responses. Contrary to the existing literature on the subject, the adopted strategy of this paper is to tackle censoring…

Methodology · Statistics 2017-03-24 Mickaël De Backer , Anouar El Ghouch , Ingrid Van Keilegom

Most work in neural networks focuses on estimating the conditional mean of a continuous response variable given a set of covariates.In this article, we consider estimating the conditional distribution function using neural networks for both…

Methodology · Statistics 2022-07-07 Bingqing Hu , Bin Nan

Inference on the parametric part of a semiparametric model is no trivial task. If one approximates the infinite dimensional part of the semiparametric model by a parametric function, one obtains a parametric model that is in some sense…

Statistics Theory · Mathematics 2025-09-23 Adam Lee , Emil A. Stoltenberg , Per A. Mykland

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 consider quantile regression processes from censored data under dependent data structures and derive a uniform Bahadur representation for those processes. We also consider cases where the dimension of the parameter in the quantile…

Statistics Theory · Mathematics 2013-06-14 Stanislav Volgushev , Jens Wagener , Holger Dette

In many public health problems, an important goal is to identify the effect of some treatment/intervention on the risk of failure for the whole population. A marginal proportional hazards regression model is often used to analyze such an…

Statistics Theory · Mathematics 2007-06-13 Donglin Zeng

Modeling symptom progression to identify informative subjects for a new Huntington's disease clinical trial is problematic since time to diagnosis, a key covariate, can be heavily censored. Imputation is an appealing strategy where censored…

Methodology · Statistics 2025-02-11 Sarah C. Lotspeich , Tanya P. Garcia

Kaplan-Meier and Nelson-Aalen integral estimators to the tail index of right-censored Pareto-type data traditionally rely on the assumption that the proportion p of upper uncensored observations exceeds one-half, corresponding to weak…

Statistics Theory · Mathematics 2025-08-14 Abdelhakim Necir , Nour Elhouda Guesmia , Djamel Meraghni

Semiparametric single-index assumptions are convenient and widely used dimen\-sion reduction approaches that represent a compromise between the parametric and fully nonparametric models for regressions or conditional laws. In a mean…

Statistics Theory · Mathematics 2014-10-21 Samuel Maistre , Valentin Patilea

We introduce and study a local linear nonparametric regression estimator for censorship model. The main goal of this paper is, to establish the uniform almost sure consistency result with rate over a compact set for the new estimate. To…

Statistics Theory · Mathematics 2020-04-07 Feriel Bouhadjera , Elias Saïd , Riad Remita

Given a set of empirical observations, conditional density estimation aims to capture the statistical relationship between a conditional variable $\mathbf{x}$ and a dependent variable $\mathbf{y}$ by modeling their conditional probability…

Machine Learning · Statistics 2019-04-16 Jonas Rothfuss , Fabio Ferreira , Simon Walther , Maxim Ulrich

Censored quantile regression has emerged as a prominent alternative to classical Cox's proportional hazards model or accelerated failure time model in both theoretical and applied statistics. While quantile regression has been extensively…

Methodology · Statistics 2024-08-27 Taehwa Choi , Seohyeon Park , Hunyong Cho , Sangbum Choi

By means of two simple convexity arguments we are able to develop a general method for proving consistency and asymptotic normality of estimators that are defined by minimisation of convex criterion functions. This method is then applied to…

Statistics Theory · Mathematics 2011-07-20 Nils Lid Hjort , David Pollard

We propose an estimation method for the conditional mode when the conditioning variable is high-dimensional. In the proposed method, we first estimate the conditional density by solving quantile regressions multiple times. We then estimate…

Machine Learning · Statistics 2017-12-27 Hirofumi Ohta , Satoshi Hara