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Related papers: A quantile regression estimator for censored data

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We study inference for censored survival data where some covariates are distorted by some unknown functions of an observable confounding variable in a multiplicative form. Example of this kind of data in medical studies is the common…

Methodology · Statistics 2020-06-03 Yanyan Liu , Yuanshan Wu , Jing Zhang , Haibo Zhou

When facing multivariate covariates, general semiparametric regression techniques come at hand to propose flexible models that are unexposed to the curse of dimensionality. In this work a semiparametric copula-based estimator for…

Methodology · Statistics 2016-03-25 Mickael De Backer , Anouar El Ghouch , Ingrid Van Keilegom

This paper develops estimation and inference methods for censored quantile regression models with high-dimensional controls. The methods are based on the application of double/debiased machine learning (DML) framework to the censored…

Econometrics · Economics 2023-03-07 Seoyun Hong

In this paper, we develop uniform inference methods for the conditional mode based on quantile regression. Specifically, we propose to estimate the conditional mode by minimizing the derivative of the estimated conditional quantile function…

Statistics Theory · Mathematics 2021-04-14 Tao Zhang , Kengo Kato , David Ruppert

This paper, investigates the conditional quantile estimation of a scalar random response and a functional random covariate (i.e. valued in some infinite-dimensional space) whenever {\it functional stationary ergodic data with random…

Statistics Theory · Mathematics 2013-04-17 Mohamed Chaouch , Salah Khardani

We present a new estimator of the restricted mean survival time in randomized trials where there is right censoring that may depend on treatment and baseline variables. The proposed estimator leverages prognostic baseline variables to…

Statistics Theory · Mathematics 2016-08-22 Iván Díaz , Elizabeth Colantuoni , Daniel F. Hanley , Michael Rosenblum

We develop inference procedures for longitudinal data where some of the measurements are censored by fixed constants. We consider a semi-parametric quantile regression model that makes no distributional assumptions. Our research is…

Statistics Theory · Mathematics 2009-04-02 Huixia Judy Wang , Mendel Fygenson

In this paper, we develop a new censored quantile instrumental variable (CQIV) estimator and describe its properties and computation. The CQIV estimator combines Powell (1986) censored quantile regression (CQR) to deal with censoring, with…

Methodology · Statistics 2018-01-16 Victor Chernozhukov , Ivan Fernandez-Val , Amanda Kowalski

In this work we show a Bayesian quantile regression method to response variables with mixed discrete-continuous distribution with a point mass at zero, where these observations are believed to be left censored or true zeros. We combine the…

Methodology · Statistics 2015-11-19 Bruno Santos , Heleno Bolfarine

One goal in survival analysis of right-censored data is to estimate the marginal survival function in the presence of dependent censoring. When many auxiliary covariates are sufficient to explain the dependent censoring, estimation based on…

Statistics Theory · Mathematics 2007-06-13 Donglin Zeng

For right censored survival data, it is well known that the mean survival time can be consistently estimated when the support of the censoring time contains the support of the survival time. In practice, however, this condition can be…

Statistics Theory · Mathematics 2013-08-01 Ying Ding , Bin Nan

We present a conformal inference method for constructing lower prediction bounds for survival times from right-censored data, extending recent approaches designed for more restrictive type-I censoring scenarios. The proposed method imputes…

Methodology · Statistics 2025-05-26 Matteo Sesia , Vladimir Svetnik

This paper proposes a new test for the comparison of conditional quantile curves when the outcome of interest, typically a duration, is subject to right censoring. The test can be applied both in the case of two independent samples and for…

Methodology · Statistics 2023-02-08 Lorenzo Tedesco , Ingrid Van Keilegom

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

The inactivity time, or lost lifespan specifically for mortality data, concerns time from occurrence of an event of interest to the current time point and has recently emerged as a new summary measure for cumulative information inherent in…

Methodology · Statistics 2020-04-14 Lauren C. Balmert , Ruosha Li , Limin Peng , Jong-Hyeon Jeong

We consider quantile regression processes from censored data under dependent data structures and derive a uniform Bahadur representation for those processes. We also consider cases where the dimension of the parameter in the quantile…

Statistics Theory · Mathematics 2013-06-14 Stanislav Volgushev , Jens Wagener , Holger Dette

We investigate the estimation of the extreme value index when the data are subject to random censorship. We prove, in a unified way, detailed asymptotic normality results for various estimators of the extreme value index and use these…

Statistics Theory · Mathematics 2008-12-18 John H. J. Einmahl , Amélie Fils-Villetard , Armelle Guillou

We develop a unified approach for classification and regression support vector machines for data subject to right censoring. We provide finite sample bounds on the generalization error of the algorithm, prove risk consistency for a wide…

Machine Learning · Statistics 2013-01-15 Yair Goldberg , Michael R. Kosorok

We consider projection methods for the estimation of the cumulative distribution function under interval censoring, case 1. Such censored data also known as current status data, arise when the only information available on the variable of…

Statistics Theory · Mathematics 2009-01-29 Elodie Brunel , Fabienne Comte

Methods for the evaluation of the predictive accuracy of biomarkers with respect to survival outcomes subject to right censoring have been discussed extensively in the literature. In cancer and other diseases, survival outcomes are commonly…

Methodology · Statistics 2018-06-06 Yuan Wu , Xiaofei Wang , Jiaxing Lin , Beilin Jia , Kouros Owzar