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We consider a finite mixture model with varying mixing probabilities. Linear regression models are assumed for observed variables with coefficients depending on the mixture component the observed subject belongs to. A modification of the…

Probability · Mathematics 2016-01-07 Daryna Liubashenko , Rostyslav Maiboroda

Network estimation from multi-variate point process or time series data is a problem of fundamental importance. Prior work has focused on parametric approaches that require a known parametric model, which makes estimation procedures less…

Machine Learning · Statistics 2021-06-30 Yue Gao , Garvesh Raskutti

Mixtures of linear mixed models are widely used for modelling longitudinal data for which observation times differ between subjects. In typical applications, temporal trends are described using a basis expansion, with basis coefficients…

Methodology · Statistics 2025-11-25 Lucas Kock , Nadja Klein , David J. Nott

We consider the problem of estimating the common mean of independently sampled data, where samples are drawn in a possibly non-identical manner from symmetric, unimodal distributions with a common mean. This generalizes the setting of…

Statistics Theory · Mathematics 2019-07-09 Ankit Pensia , Varun Jog , Po-Ling Loh

In this paper, we propose a general subgroup analysis framework based on semiparametric additive mixed effect models in longitudinal analysis, which can identify subgroups on each covariate and estimate the corresponding regression…

Methodology · Statistics 2021-12-02 Xiaolin Bo , Weiping Zhang

In this article, we propose some new generalizations of M-estimation procedures for single-index regression models in presence of randomly right-censored responses. We derive consistency and asymptotic normality of our estimates. The…

Statistics Theory · Mathematics 2008-12-18 Olivier Lopez

The joint modeling of longitudinal and time-to-event data is an active area of statistics research that has received a lot of attention in the recent years. More recently, a new and attractive application of this type of models has been to…

We consider a joint survival and mixed-effects model to explain the survival time from longitudinal data and high-dimensional covariates in a population. The longitudinal data is modeled using a non linear mixed-effects model to account for…

Statistics Theory · Mathematics 2025-08-06 Antoine Caillebotte , Estelle Kuhn , Sarah Lemler

We propose a two-step pseudo-maximum likelihood procedure for semiparametric single-index regression models where the conditional variance is a known function of the regression and an additional parameter. The Poisson single-index…

Statistics Theory · Mathematics 2017-04-27 Marian Hristache , Weiyu Li , Valentin Patilea

In recent years, with the rapid development of science and technology, heterogeneous treatment effects have emerged as a focal research topic in statistics, econometrics, and sociology. This paper investigates HTE through semiparametric…

Methodology · Statistics 2025-07-21 Jichang Yu , Wenjing Chang , Peichao Yu , Lijun Chen , Yuanshan Wu

In semivarying coefficient models for longitudinal/clustered data, usually of primary interest is usually the parametric component which involves unknown constant coefficients. First, we study semiparametric efficiency bound for estimation…

Methodology · Statistics 2015-09-15 Ming-Yen Cheng , Toshio Honda , Jialiang Li

We propose a fast bivariate smoothing approach for symmetric surfaces that has a wide range of applications. We show how it can be applied to estimate the covariance function in longitudinal data as well as multiple additive covariances in…

Computation · Statistics 2016-09-23 Jona Cederbaum , Fabian Scheipl , Sonja Greven

Robust M-estimation uses loss functions, such as least absolute deviation (LAD), quantile loss and Huber's loss, to construct its objective function, in order to for example eschew the impact of outliers, whereas the difficulty in analysing…

Econometrics · Economics 2023-01-18 Chaohua Dong , Jiti Gao , Yundong Tu , Bin Peng

Correctly identifying treatment effects in observational studies is very difficult due to the fact that the outcome model or the treatment assignment model must be correctly specified. Taking advantages of semiparametric models in this…

Methodology · Statistics 2022-07-08 Jichang Yu , Haibo Zhou , Jianwen Cai

This manuscript presents an innovative statistical model to quantify periodontal disease in the context of complex medical data. A mixed-effects model incorporating skewed random effects and heavy-tailed residuals is introduced, ensuring…

Methodology · Statistics 2025-09-26 Qingyang Liu , Debdeep Pati , Dipankar Bandyopadhyay

We discuss local linear smooth backfitting for additive non-parametric models. This procedure is well known for achieving optimal convergence rates under appropriate smoothness conditions. In particular, it allows for the estimation of each…

Statistics Theory · Mathematics 2022-01-27 Munir Hiabu , Enno Mammen , Joseph T. Meyer

In this paper, based on the kernel estimator proposed by Ould-Said and Lemdani (Ann. Instit. Statist. Math. 2006), we develop some new generalized M-estimator procedures for single index regression models with left-truncated responses. The…

Statistics Theory · Mathematics 2018-01-22 Kong Lingtao , Zhang Yanli , Dai Hongshuai

We propose a generalized partially linear functional single index risk score model for repeatedly measured outcomes where the index itself is a function of time. We fuse the nonparametric kernel method and regression spline method, and…

Statistics Theory · Mathematics 2015-10-15 Fei Jiang , Yanyuan Ma , Yuanjia Wang

The importance of exploring a potential integration among surveys has been acknowledged in order to enhance effectiveness and minimize expenses. In this work, we employ the alignment method to combine information from two different surveys…

Methodology · Statistics 2024-04-09 Vasilis Chasiotis , Dimitris Karlis

Additive regression models have a long history in multivariate nonparametric regression. They provide a model in which each regression function depends only on a single explanatory variable allowing to obtain estimators at the optimal…

Methodology · Statistics 2015-09-16 Graciela Boente , Alejandra Martinez