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We use the illness-death model (IDM) for chronic conditions to derive a new analytical relation between the transition rates between the states of the IDM. The transition rates are the incidence rate (i) and the mortality rates of people…

Methodology · Statistics 2024-02-23 Maryam Saem , Ralph Brinks

The assumption of log-concavity is a flexible and appealing nonparametric shape constraint in distribution modelling. In this work, we study the log-concave maximum likelihood estimator (MLE) of a probability mass function (pmf). We show…

Methodology · Statistics 2023-04-17 Fadoua Balabdaoui , Hanna Jankowski , Kaspar Rufibach , Marios Pavlides

Interval-censored multi-state data arise in many studies of chronic diseases, where the health status of a subject can be characterized by a finite number of disease states and the transition between any two states is only known to occur…

Methodology · Statistics 2022-09-19 Yu Gu , Donglin Zeng , Gerardo Heiss , D. Y. Lin

We advocate for a practical Maximum Likelihood Estimation (MLE) approach towards designing loss functions for regression and forecasting, as an alternative to the typical approach of direct empirical risk minimization on a specific target…

Machine Learning · Statistics 2021-10-12 Pranjal Awasthi , Abhimanyu Das , Rajat Sen , Ananda Theertha Suresh

We consider the problem of estimating the distribution function, the density and the hazard rate of the (unobservable) event time in the current status model. A well studied and natural nonparametric estimator for the distribution function…

Statistics Theory · Mathematics 2010-01-13 Piet Groeneboom , Geurt Jongbloed , Birgit I. Witte

We discuss nonparametric estimators of the distribution of the incubation time of a disease. The classical approach in these models is to use parametric families like Weibull, log-normal or gamma in the estimation procedure. We analyze…

Statistics Theory · Mathematics 2023-02-01 Piet Groeneboom

We solve the problem of estimating the distribution of presumed i.i.d. observations for the total variation loss. Our approach is based on density models and is versatile enough to cope with many different ones, including some density…

Statistics Theory · Mathematics 2024-01-05 Y. Baraud , H. Halconruy , G. Maillard

Distributional regression aims to find the best candidate in a given parametric family of conditional distributions to model a given dataset. As each candidate in the distribution family can be identified by the corresponding distribution…

Statistics Theory · Mathematics 2026-05-18 Gitte Kremling , Gerhard Dikta

This paper considers the nonparametric maximum likelihood estimator (MLE) for the joint distribution function of an interval censored survival time and a continuous mark variable. We provide a new explicit formula for the MLE in this…

Statistics Theory · Mathematics 2012-01-12 Marloes H. Maathuis , Jon A. Wellner

The asymptotic normality of the maximum likelihood estimator (MLE) under regularity conditions is a cornerstone of statistical theory. In this paper, we give explicit upper bounds on the distributional distance between the distribution of…

Statistics Theory · Mathematics 2018-07-23 Andreas Anastasiou

The Laplace approximation (LA) has been proposed as a method for approximating the marginal likelihood of statistical models with latent variables. However, the approximate maximum likelihood estimators (MLEs) based on the LA are often…

Methodology · Statistics 2022-07-21 Jeongseop Han , Youngjo Lee

Given p independent normal populations, we consider the problem of estimating the mean of those populations, that based on the observed data, give the strongest signals. We explicitly condition on the ranking of the sample means, and…

Methodology · Statistics 2017-02-28 Claudio Fuentes , Vik Gopal

Maximum Likelihood Estimators (MLE) has many good properties. For example, the asymptotic variance of MLE solution attains equality of the asymptotic Cram{\'e}r-Rao lower bound (efficiency bound), which is the minimum possible variance for…

Machine Learning · Statistics 2019-11-05 Song Liu , Takafumi Kanamori , Wittawat Jitkrittum , Yu Chen

The primary analysis of clinical trials in diabetes therapeutic area often involves a mixed-model repeated measure (MMRM) approach to estimate the average treatment effect for longitudinal continuous outcome, and a generalized linear mixed…

Applications · Statistics 2022-08-03 Lingjing Jiang , Michael Rosenblum , Yu Du

One of the important problem in reliability analysis is computation of stress-strength reliability. But it is impractical to compute it in certain situations. So the estimation stay as an alternative solution to get an approximate value of…

Methodology · Statistics 2022-12-16 Beenu Thomas , V. M. Chacko

With contemporary data sets becoming too large to analyze the data directly, various forms of aggregated data are becoming common. The original individual data are points, but after aggregation, the observations are interval-valued (e.g.).…

Methodology · Statistics 2023-09-21 S. Yaser Samadi , L. Billard , Jiin-Huarng Guo , Wei Xu

We study the maximum likelihood estimation (MLE) in the multivariate deviated model where the data are generated from the density function $(1-\lambda^{\ast})h_{0}(x)+\lambda^{\ast}f(x|\mu^{\ast}, \Sigma^{\ast})$ in which $h_{0}$ is a known…

Statistics Theory · Mathematics 2023-10-31 Dat Do , Huy Nguyen , Khai Nguyen , Nhat Ho

Maximum-likelihood estimation (MLE) is arguably the most important tool for statisticians, and many methods have been developed to find the MLE. We present a new inequality involving posterior distributions of a latent variable that holds…

Statistics Theory · Mathematics 2019-12-10 Niels Lundtorp Olsen

The methods of statistical physics are widely used for modelling complex networks. Building on the recently proposed Equilibrium Expectation approach, we derive a simple and efficient algorithm for maximum likelihood estimation (MLE) of…

Computation · Statistics 2020-02-12 Alexander Borisenko , Maksym Byshkin , Alessandro Lomi

A linear mixed-effects (LME) model is proposed for modelling and forecasting single and multi-population age-specific death rates (ASDRs). The innovative approach that we take in this study treats age, the interaction between gender and…

Applications · Statistics 2025-11-18 Reza Dastranj , Martin Kolar
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