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Related papers: A quantile regression estimator for censored data

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We propose here a smooth estimator of the mean residual life function based on randomly censored data. This is derived by smoothing the product-limit estimator using the Chaubey-Sen technique (Chaubey and Sen (1998)). The resulting…

Statistics Theory · Mathematics 2008-12-18 Yogendra P. Chaubey , Arusharka Sen

The widespread use of quantile regression methods depends crucially on the existence of fast algorithms. Despite numerous algorithmic improvements, the computation time is still non-negligible because researchers often estimate many…

Econometrics · Economics 2020-04-08 Victor Chernozhukov , Iván Fernández-Val , Blaise Melly

Progressive censoring scheme has received considerable attention in recent years. In this paper we introduce a new type-II progressive censoring scheme for two samples. It is observed that the proposed censoring scheme is analytically more…

Methodology · Statistics 2016-09-20 Shuvashree Mondal , Debasis Kundu

The usual parametric models for survival data are of the following form. Some parametrically specified hazard rate $\alpha(s,\theta)$ is assumed for possibly censored random life times $X_1^0,\ldots,X_n^0$; one observes only…

Methodology · Statistics 2026-03-25 Nils Lid Hjort

This article considers the automatic selection problem of the relevant explanatory variables in a right-censored model on a massive database. We propose and study four aggregated censored adaptive LASSO estimators constructed by dividing…

Statistics Theory · Mathematics 2025-02-04 Gabriela Ciuperca

Traditional statistical and machine learning methods typically assume that the training and test data follow the same distribution. However, this assumption is frequently violated in real-world applications, where the training data in the…

Methodology · Statistics 2025-07-08 Hanxuan Ye , Hongzhe Li

Interval-censored multi-state data arise in many studies of chronic diseases, where the health status of a subject can be characterized by a finite number of disease states and the transition between any two states is only known to occur…

Methodology · Statistics 2022-09-19 Yu Gu , Donglin Zeng , Gerardo Heiss , D. Y. Lin

The approximate Bernstein polynomial model, a mixture of beta distributions, is applied to obtain maximum likelihood estimates of the regression coefficients, and the baseline density and survival functions in an accelerated failure time…

Statistics Theory · Mathematics 2019-11-19 Zhong Guan

Quantile regression is a statistical method for estimating conditional quantiles of a response variable. In addition, for mean estimation, it is well known that quantile regression is more robust to outliers than $l_2$-based methods. By…

Methodology · Statistics 2021-08-18 Steven Siwei Ye , Oscar Hernan Madrid Padilla

While right-censored time-to-event outcomes have been studied for decades, handling time-to-event covariates, also known as right-censored covariates, is now of growing interest. So far, the literature has treated right-censored covariates…

Methodology · Statistics 2024-09-10 Jesus E. Vazquez , Marissa C. Ashner , Yanyuan Ma , Karen Marder , Tanya P. Garcia

A survival dataset describes a set of instances (e.g. patients) and provides, for each, either the time until an event (e.g. death), or the censoring time (e.g. when lost to follow-up - which is a lower bound on the time until the event).…

Machine Learning · Computer Science 2023-06-22 Ali Hossein Gharari Foomani , Michael Cooper , Russell Greiner , Rahul G. Krishnan

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

In clinical or epidemiological follow-up studies, methods based on time scale indicators such as the restricted mean survival time (RMST) have been developed to some extent. Compared with traditional hazard rate indicator system methods,…

Methodology · Statistics 2022-05-26 Chengfeng Zhang , Hongji Wu , Baoyi Huang , Hao Yuan , Yawen Hou , Zheng Chen

We consider both $\ell _{0}$-penalized and $\ell _{0}$-constrained quantile regression estimators. For the $\ell _{0}$-penalized estimator, we derive an exponential inequality on the tail probability of excess quantile prediction risk and…

Methodology · Statistics 2023-03-30 Le-Yu Chen , Sokbae Lee

Model-free time-to-event regression under confounding presents challenges due to biases introduced by causal and censoring sampling mechanisms. This phenomenology poses problems for classical non-parametric estimators like Beran's or the…

Statistics Theory · Mathematics 2025-02-28 Carlos García-Meixide , Marcos Matabuena

On the basis of Nelson-Aalen product-limit estimator of a randomly censored distribution function, we introduce a kernel estimator to the tail index of right-censored Pareto-like data. Under some regularity assumptions, the consistency and…

Statistics Theory · Mathematics 2025-06-24 Nour Elhouda Guesmia , Abdelhakim Necir , Djamel Meraghni

The analysis of progressively censored data has received considerable attention in the last few years. In this paper we consider the joint progressive censoring scheme for two populations. It is assumed that the lifetime distribution of the…

Methodology · Statistics 2017-06-26 Shuvashree Mondal , Debasis Kundu

In Huntington's disease research, a current goal is to understand how symptoms change prior to a clinical diagnosis. Statistically, this entails modeling symptom severity as a function of the covariate 'time until diagnosis', which is often…

Methodology · Statistics 2024-09-19 Seong-ho Lee , Brian D. Richardson , Yanyuan Ma , Karen S. Marder , Tanya P. Garcia

We propose to smooth the entire objective function, rather than only the check function, in a linear quantile regression context. Not only does the resulting smoothed quantile regression estimator yield a lower mean squared error and a more…

Econometrics · Economics 2019-08-16 Marcelo Fernandes , Emmanuel Guerre , Eduardo Horta

In this review, we present a simple guide for researchers to obtain pseudo-random samples with censored data. We focus our attention on the most common types of censored data, such as type I, type II, and random censoring. We discussed the…

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