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Related papers: A quantile regression estimator for censored data

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This paper considers doing quantile regression on censored data using neural networks (NNs). This adds to the survival analysis toolkit by allowing direct prediction of the target variable, along with a distribution-free characterisation of…

Machine Learning · Statistics 2023-02-07 Tim Pearce , Jong-Hyeon Jeong , Yichen Jia , Jun Zhu

Censored quantile regression (CQR) has become a valuable tool to study the heterogeneous association between a possibly censored outcome and a set of covariates, yet computation and statistical inference for CQR have remained a challenge…

Statistics Theory · Mathematics 2022-10-25 Xuming He , Xiaoou Pan , Kean Ming Tan , Wen-Xin Zhou

We consider a regression modeling of the quantiles of residual life, remaining lifetime at a specific time. We propose a smoothed induced version of the existing non-smooth estimating equations approaches for estimating regression…

Computation · Statistics 2022-05-03 Kyu Hyun Kim , Daniel J. Caplan , Sangwook Kang

Censored quantile regression has emerged as a prominent alternative to classical Cox's proportional hazards model or accelerated failure time model in both theoretical and applied statistics. While quantile regression has been extensively…

Methodology · Statistics 2024-08-27 Taehwa Choi , Seohyeon Park , Hunyong Cho , Sangbum Choi

We investigate the performance of model based bootstrap methods for constructing point-wise confidence intervals around the survival function with interval censored data. We show that bootstrapping from the nonparametric maximum likelihood…

Methodology · Statistics 2013-12-24 Bodhisattva Sen , Gongjun Xu

In this paper, we study a novel approach for the estimation of quantiles when facing potential right censoring of the responses. Contrary to the existing literature on the subject, the adopted strategy of this paper is to tackle censoring…

Methodology · Statistics 2017-03-24 Mickaël De Backer , Anouar El Ghouch , Ingrid Van Keilegom

Since survival data occur over time, often important covariates that we wish to consider also change over time. Such covariates are referred as time-dependent covariates. Quantile regression offers flexible modeling of survival data by…

Methodology · Statistics 2014-05-01 Malka Gorfine , Yair Goldberg , Yaacov Ritov

Quantile regression has been advocated in survival analysis to assess evolving covariate effects. However, challenges arise when the censoring time is not always observed and may be covariate-dependent, particularly in the presence of…

Statistics Theory · Mathematics 2010-10-05 Yijian Huang

Analysis of random censored life-time data along with some related stochastic covariables is of great importance in many applied sciences like medical research, population studies and planning etc. The parametric estimation technique…

Statistics Theory · Mathematics 2019-05-09 Abhik Ghosh , Ayanendranath Basu

Random forests are powerful non-parametric regression method but are severely limited in their usage in the presence of randomly censored observations, and naively applied can exhibit poor predictive performance due to the incurred biases.…

Machine Learning · Statistics 2020-01-13 Alexander Hanbo Li , Jelena Bradic

Random forests are powerful non-parametric regression method but are severely limited in their usage in the presence of randomly censored observations, and naively applied can exhibit poor predictive performance due to the incurred biases.…

Machine Learning · Statistics 2019-02-12 Alexander Hanbo Li , Jelena Bradic

With the availability of high dimensional genetic biomarkers, it is of interest to identify heterogeneous effects of these predictors on patients' survival, along with proper statistical inference. Censored quantile regression has emerged…

Methodology · Statistics 2021-07-26 Zhe Fei , Qi Zheng , Hyokyoung G. Hong , Yi Li

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…

Modern problems in statistics tend to include estimators of high computational complexity and with complicated distributions. Statistical inference on such estimators usually relies on asymptotic normality assumptions, however, such…

Methodology · Statistics 2016-12-08 Eyal Fisher , Regev Schweiger , Saharon Rosset

Let $ (T_i)_i$ be a sequence of independent identically distributed (i.i.d.) random variables (r.v.) of interest distributed as $ T$ and $(X_i)_i$ be a corresponding vector of covariates taking values on $ \mathbb{R}^d$. In censorship…

Statistics Theory · Mathematics 2019-01-29 Bouhadjera Feriel , Ould Saïd , Mohamed Remita

The distribution-free method of conformal prediction (Vovk et al, 2005) has gained considerable attention in computer science, machine learning, and statistics. Candes et al. (2023) extended this method to right-censored survival data,…

Methodology · Statistics 2025-06-04 Jing Qin , Jin Piao , Jing Ning , Yu Shen

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

We consider linear regression model estimation where the covariate of interest is randomly censored. Under a non-informative censoring mechanism, one may obtain valid estimates by deleting censored observations. However, this comes at a…

Applications · Statistics 2017-10-24 Folefac Atem , Roland A. Matsouaka

This paper studies a semiparametric quantile regression model with endogenous variables and random right censoring. The endogeneity issue is solved using instrumental variables. It is assumed that the structural quantile of the logarithm of…

Econometrics · Economics 2023-02-03 Jad Beyhum , Lorenzo Tedesco , Ingrid Van Keilegom

In this paper, we study the behavior of a kernel estimator of the regression function in the right censored model with $\alpha$-mixing data . The uniform strong consistency over a real compact set of the estimate is established along with a…

Statistics Theory · Mathematics 2008-02-21 Zohra Guessoum , Elias Ould-Saïd
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