Related papers: Semiparametric Multivariate Accelerated Failure Ti…
This work presents a new model and estimation procedure for the illness-death survival data where the hazard functions follow accelerated failure time (AFT) models. A shared frailty variate induces positive dependence among failure times of…
Interval-censoring frequently occurs in studies of chronic diseases where disease status is inferred from intermittently collected biomarkers. Although many methods have been developed to analyze such data, they typically assume perfect…
The paper deals with generalized functional regression. The aim is to estimate the influence of covariates on observations, drawn from an exponential distribution. The link considered has a semiparametric expression: if we are interested in…
Generalised regression estimation allows one to make use of available auxiliary information in survey sampling. We develop three types of generalised regression estimator when the auxiliary data cannot be matched perfectly to the sample…
We consider a semiparametric generalized linear model and study estimation of both marginal and quantile effects in this model. We propose an approximate maximum likelihood estimator, and rigorously establish the consistency, the asymptotic…
We consider parameter estimation in a regression model corresponding to an iid sequence of censored observations of a finite state modulated renewal process. The model assumes a similar form as in Cox regression except that the baseline…
In contrast to the popular Cox model which presents a multiplicative covariate effect specification on the time to event hazards, the semiparametric additive risks model (ARM) offers an attractive additive specification, allowing for direct…
We propose an empirically stable and asymptotically efficient covariate-balancing approach to the problem of estimating survival causal effects in data with conditionally-independent censoring. This addresses a challenge often encountered…
Survival models are a popular tool for the analysis of time to event data with applications in medicine, engineering, economics, and many more. Advances like the Cox proportional hazard model have enabled researchers to better describe…
We develop an estimation methodology for a factor model for high-dimensional matrix-valued time series, where common stochastic trends and common stationary factors can be present. We study, in particular, the estimation of (row and column)…
We study semiparametric varying-coefficient partially linear models when some linear covariates are not observed, but ancillary variables are available. Semiparametric profile least-square based estimation procedures are developed for…
The use of massive survival data has become common in survival analysis. In this study, a subsampling algorithm is proposed for the Cox proportional hazards model with time-dependent covariates when the sample is extraordinarily large but…
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…
A biomechanical model often requires parameter estimation and selection in a known but complicated nonlinear function. Motivated by observing that data from a head-neck position tracking system, one of biomechanical models, show…
Several phenomena are available representing market activity: volumes, number of trades, durations between trades or quotes, volatility - however measured - all share the feature to be represented as positive valued time series. When…
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured…
The quantile residual lifetime (QRL) regression is an attractive tool for assessing covariate effects on the distribution of residual life expectancy, which is often of interest in clinical studies. When the study subjects are exposed to…
We propose a general framework for non-normal multivariate data analysis called multivariate covariance generalized linear models (McGLMs), designed to handle multivariate response variables, along with a wide range of temporal and spatial…
In extracting time series data from various sources, it is inevitable to compile variables measured at varying frequencies as this is often dependent on the source. Modeling from these data can be facilitated by aggregating high frequency…
In this paper, we consider the estimation of generalized linear models with covariates that are missing completely at random. We propose a model averaging estimation method and prove that the corresponding model averaging estimator is…