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We consider the nonparametric robust estimation problem for regression models in continuous time with semi-Markov noises. An adaptive model selection procedure is proposed. Under general moment conditions on the noise distribution a sharp…

Statistics Theory · Mathematics 2017-03-28 Vlad Barbu , Slim Beltaif , Serguei Pergamenchtchikov

We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…

Statistics Theory · Mathematics 2007-12-18 Jiming Jiang , Yihui Luan , You-Gan Wang

We study the multiplicative hazards model with intermittently observed longitudinal covariates and time-varying coefficients. For such models, the existing ad hoc approach, such as the last value carried forward, is biased. We propose a…

Methodology · Statistics 2025-03-13 Zhuowei Sun , Hongyuan Cao

As one of the most commonly seen data challenges, missing data, in particular, multiple, non-monotone missing patterns, complicates estimation and inference due to the fact that missingness mechanisms are often not missing at random, and…

Methodology · Statistics 2025-04-21 Jianing Dong , Raymond K. W. Wong , Kwun Chuen Gary Chan

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

In fitting a mixture of linear regression models, normal assumption is traditionally used to model the error and then regression parameters are estimated by the maximum likelihood estimators (MLE). This procedure is not valid if the normal…

Methodology · Statistics 2018-11-06 Yanyuan Ma , Shaoli Wang , Lin Xu , Weixin Yao

We investigate how to improve efficiency using regression adjustments with covariates in covariate-adaptive randomizations (CARs) with imperfect subject compliance. Our regression-adjusted estimators, which are based on the doubly robust…

Econometrics · Economics 2023-06-19 Liang Jiang , Oliver B. Linton , Haihan Tang , Yichong Zhang

We introduce inferential methods for prediction based on functional random effects in generalized functional mixed effects models. This is similar to the inference for random effects in generalized linear mixed effects models (GLMMs), but…

Methodology · Statistics 2025-01-15 Xinkai Zhou , Erjia Cui , Joseph Sartini , Ciprian Crainiceanu

Covariate adjustment is an important tool in the analysis of randomized clinical trials and observational studies. It can be used to increase efficiency and thus power, and to reduce possible bias. While most statistical tests in randomized…

Methodology · Statistics 2011-08-03 Xiaoru Wu , Zhiliang Ying

We introduce a semi-parametric Bayesian model for survival analysis. The model is centred on a parametric baseline hazard, and uses a Gaussian process to model variations away from it nonparametrically, as well as dependence on covariates.…

Machine Learning · Statistics 2016-11-04 Tamara Fernández , Nicolás Rivera , Yee Whye Teh

In survival analysis, estimating the conditional survival function given predictors is often of interest. There is a growing trend in the development of deep learning methods for analyzing censored time-to-event data, especially when…

Machine Learning · Statistics 2025-03-13 Sehwan Kim , Rui Wang , Wenbin Lu

We present a general framework for using existing data to estimate the efficiency gain from using a covariate-adjusted estimator of a marginal treatment effect in a future randomized trial. We describe conditions under which it is possible…

Methodology · Statistics 2021-05-03 Xiudi Li , Sijia Li , Alex Luedtke

We consider a multivariate functional measurement error model $AX\approx B$. The errors in $[A,B]$ are uncorrelated, row-wise independent, and have equal (unknown) variances. We study the total least squares estimator of $X$, which, in the…

Probability · Mathematics 2016-07-14 Alexander Kukush , Yaroslav Tsaregorodtsev

In this article, we consider models for time-to-event data obtained from experiments in which stress levels are altered at intermediate stages during the observation period. These experiments, known as step-stress tests, belong to the…

Applications · Statistics 2018-07-04 Nandini Kannan , Debasis Kundu

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

Longitudinal binary or count functional data are common in neuroscience, but are often too large to analyze with existing functional regression methods. We propose one-step penalized generalized estimating equations that supports…

Methodology · Statistics 2026-03-31 Gabriel Loewinger , Alex W. Levis , Erjia Cui , Francisco Pereira

Semi-parametric survival analysis methods like the Cox Proportional Hazards (CPH) regression (Cox, 1972) are a popular approach for survival analysis. These methods involve fitting of the log-proportional hazard as a function of the…

Machine Learning · Computer Science 2019-05-16 Chirag Nagpal , Rohan Sangave , Amit Chahar , Parth Shah , Artur Dubrawski , Bhiksha Raj

Deep learning-based multivariate and multistep-ahead traffic forecasting models are typically trained with the mean squared error (MSE) or mean absolute error (MAE) as the loss function in a sequence-to-sequence setting, simply assuming…

Machine Learning · Computer Science 2026-01-28 Seongjin Choi , Nicolas Saunier , Vincent Zhihao Zheng , Martin Trepanier , Lijun Sun

In this work we deal with correlated failure time (age at onset) data arising from population-based case-control studies, where case and control probands are selected by population-based sampling and an array of risk factor measures is…

Statistics Theory · Mathematics 2007-06-13 Malka Gorfine , David M. Zucker , Li Hsu

This paper investigates the performance of the Generalized Covariance estimator (GCov) in estimating and identifying mixed causal and noncausal models. The GCov estimator is a semi-parametric method that minimizes an objective function…

Econometrics · Economics 2024-01-11 Gianluca Cubadda , Francesco Giancaterini , Alain Hecq , Joann Jasiak