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The problem of estimating censored linear regression models with autocorrelated errors arises in many environmental and social studies. The present work proposes a Bayesian approach to estimate censored regression models with AR(p) errors.…

Methodology · Statistics 2023-01-06 Rodney Sousa , Isabel Pereira , Maria Eduarda Silva , Brendan McCabe

Quantile regression (QR) is becoming increasingly popular due to its relevance in many scientific investigations. However, application of QR can become very challenging when dealing with high-dimensional data, making it necessary to use…

Methodology · Statistics 2019-12-11 Eliana Christou

Here we develop a method for performing nonparametric Bayesian inference on quantiles. Relying on geometric measure theory and employing a Hausdorff base measure, we are able to specify meaningful priors for the quantile while treating the…

Methodology · Statistics 2016-05-12 Luke Bornn , Neil Shephard , Reza Solgi

This paper addresses the problem of identifying and estimating the causal effect of a treatment in the presence of unmeasured confounding and various types of right-censoring. Examples of these censoring mechanisms are administrative…

Statistics Theory · Mathematics 2025-03-19 Ilias Willems , Sara Rutten , Gilles Crommen , Ingrid Van Keilegom

In the context of regressing a response $Y$ on a predictor $X$, we consider estimating the local modes of the distribution of $Y$ given $X=x$ when $X$ is prone to measurement error. We propose two nonparametric estimation methods, with one…

Methodology · Statistics 2016-10-28 Haiming Zhou , Xianzheng Huang

Regression adjustments are often made to experimental data. Since randomization does not justify the models, bias is likely; nor are the usual variance calculations to be trusted. Here, we evaluate regression adjustments using Neyman's…

Applications · Statistics 2008-12-18 David A. Freedman

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

On the basis of Nelson-Aalen nonparametric estimator of the cumulative distribution function, we provide a weak approximation to tail product-limit process for randomly right-censored heavy-tailed data. In this context, a new consistent…

Statistics Theory · Mathematics 2016-07-25 Brahim Brahimi , Djamel Meraghni , Abdelhakim Necir

Our objective is to construct well-calibrated prediction sets for a time-to-event outcome subject to right-censoring with guaranteed coverage. Inspired by modern conformal inference, our approach avoids the need for a well-specified…

Methodology · Statistics 2026-01-27 Rebecca Farina , Eric J. Tchetgen Tchetgen , Arun Kumar Kuchibhotla

Continuous treatments (e.g., doses) arise often in practice, but many available causal effect estimators are limited by either requiring parametric models for the effect curve, or by not allowing doubly robust covariate adjustment. We…

Methodology · Statistics 2017-04-21 Edward H. Kennedy , Zongming Ma , Matthew D. McHugh , Dylan S. Small

A density estimation method in a Bayesian nonparametric framework is presented when recorded data are not coming directly from the distribution of interest, but from a length biased version. From a Bayesian perspective, efforts to…

Statistics Theory · Mathematics 2015-10-23 Spyridon J. Hatjispyros , Theodoros Nicoleris , Stephen G. Walker

As a competitive alternative to least squares regression, quantile regression is popular in analyzing heterogenous data. For quantile regression model specified for one single quantile level $\tau$, major difficulties of semiparametric…

Methodology · Statistics 2017-05-29 Kani Chen , Yuanyuan Lin , Zhanfeng Wang , Zhiliang Ying

We consider a Kendall's tau measure between a binary group indicator and the continuous variable under investigation to develop a thorough two-sample comparison procedure. The measure serves as a useful alternative to the hazard ratio whose…

Causal weighted quantile treatment effects (WQTE) are a useful complement to standard causal contrasts that focus on the mean when interest lies at the tails of the counterfactual distribution. To-date, however, methods for estimation and…

A collection of quantile curves provides a complete picture of conditional distributions. Properly centered and scaled versions of estimated curves at various quantile levels give rise to the so-called quantile regression process (QRP). In…

Statistics Theory · Mathematics 2017-07-25 Shih-Kang Chao , Stanislav Volgushev , Guang Cheng

The paper studies binary classification and aims at estimating the underlying regression function which is the conditional expectation of the class labels given the inputs. The regression function is the key component of the Bayes optimal…

Machine Learning · Statistics 2019-03-26 Balázs Csanád Csáji , Ambrus Tamás

Nonparametric extension of tensor regression is proposed. Nonlinearity in a high-dimensional tensor space is broken into simple local functions by incorporating low-rank tensor decomposition. Compared to naive nonparametric approaches, our…

Machine Learning · Statistics 2016-03-09 Masaaki Imaizumi , Kohei Hayashi

Multimodal regression estimation methods are introduced for regression models involving circular response and/or covariate. The regression estimators are based on the maximization of the conditional densities of the response variable over…

Methodology · Statistics 2024-01-10 María Alonso-Pena , Rosa M. Crujeiras

We study counterfactual regression, which aims to map input features to outcomes under hypothetical scenarios that differ from those observed in the data. This is particularly useful for decision-making when adapting to sudden shifts in…

Methodology · Statistics 2025-04-08 Kwangho Kim

In a longitudinal study, measures of key variables might be incomplete or partially recorded due to drop-out, loss to follow-up, or early termination of the study occurring before the advent of the event of interest. In this paper, we focus…

Methodology · Statistics 2020-08-19 Roland A. Matsouaka , Folefac D. Atem
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