English
Related papers

Related papers: A quantile regression estimator for censored data

200 papers

To go beyond standard first-order asymptotics for Cox regression, we develop parametric bootstrap and second-order methods. In general, computation of $P$-values beyond first order requires more model specification than is required for the…

Statistics Theory · Mathematics 2015-04-14 Donald A. Pierce , Ruggero Bellio

Under adaptive progressive Type-II censoring schemes, order restricted inference based on competing risks data is discussed in this article. The latent failure lifetimes for the competing causes are assumed to follow Weibull distributions,…

Methodology · Statistics 2022-05-10 Ayon Ganguly , Debanjan Mitra , Debasis Kundu

When data are collected subject to a detection limit, observations below the detection limit may be considered censored. In addition, the domain of such observations may be restricted; for example, values may be required to be non-negative.…

Applications · Statistics 2020-06-30 Justin R. Williams , Hyung-Woo Kim , Catherine M. Crespi

This paper develops a semi-parametric procedure for estimation of unconditional quantile partial effects using quantile regression coefficients. The estimator is based on an identification result showing that, for continuous covariates,…

Econometrics · Economics 2024-01-02 Javier Alejo , Antonio F. Galvao , Julian Martinez-Iriarte , Gabriel Montes-Rojas

Conformal prediction is a technique for constructing prediction intervals that attain valid coverage in finite samples, without making distributional assumptions. Despite this appeal, existing conformal methods can be unnecessarily…

Methodology · Statistics 2019-05-09 Yaniv Romano , Evan Patterson , Emmanuel J. Candès

Time-to-event analysis provides insights into clinical prognosis and treatment recommendations. However, this task is more challenging than standard regression problems due to the presence of censored observations. Additionally, the lack of…

Machine Learning · Computer Science 2024-12-16 Ling Huang , Yucheng Xing , Swapnil Mishra , Thierry Denoeux , Mengling Feng

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…

Computation · Statistics 2023-02-07 Nan Qiao , Wangcheng Li , Feng Xiao , Cunjie Lin , Yong Zhou

Estimation of covariance matrices or their inverses plays a central role in many statistical methods. For these methods to work reliably, estimated matrices must not only be invertible but also well-conditioned. In this paper we present an…

Methodology · Statistics 2014-08-06 Eric C. Chi , Kenneth Lange

Constructing valid prediction intervals rather than point estimates is a well-established approach for uncertainty quantification in the regression setting. Models equipped with this capacity output an interval of values in which the ground…

Machine Learning · Statistics 2025-02-07 Thomas Pouplin , Alan Jeffares , Nabeel Seedat , Mihaela van der Schaar

Transformation models provide a common tool for regression analysis of censored failure time data. The most common approach towards parameter estimation in these models is based on the nonparametric profile likelihood method. Several…

Statistics Theory · Mathematics 2007-06-13 Dorota M. Dabrowska

We present new estimators for the statistical analysis of the dependence of the mean gap time length between consecutive recurrent events, on a set of explanatory random variables and in the presence of right censoring. The dependence is…

Applications · Statistics 2021-09-10 Ioana Schiopu-Kratina , Hai Yan Liu , Mayer Alvo , Pierre-Jerome Bergeron

Bootstrapping is often applied to get confidence limits for semiparametric inference of a target parameter in the presence of nuisance parameters. Bootstrapping with replacement can be computationally expensive and problematic when…

In dependently censored survival data, the usual assumption of independent censoring or an incorrect specification of the correlation between the event and censoring times can bias marginal survival inference. Likelihood-based estimation of…

Methodology · Statistics 2026-04-07 Hyun-Soo Zhang , Inkyung Jung , Chung Mo Nam

We propose a novel approach for estimating mean survival time in the presence of censored data, in which we divide the population under study into survival-ordered fractions defined by a set of proportions, and compute the mean survival…

Methodology · Statistics 2018-10-18 Celia García-Pareja , Matteo Bottai

An inference procedure is proposed to provide consistent estimators of parameters in a modal regression model with a covariate prone to measurement error. A score-based diagnostic tool exploiting parametric bootstrap is developed to assess…

Methodology · Statistics 2024-07-02 Qingyang Liu , Xianzheng Huang

Structural Nested Mean Models (SNMMs) are useful for causal inference of treatment effects in longitudinal observational studies. Most existing works assume that the data are collected at pre-fixed time points for all subjects, which,…

Methodology · Statistics 2020-01-13 Shu Yang

Distributional effects, captured by quantile frameworks, are well-received for characterizing heterogeneous impacts of economic factors across the unobserved relative ranks. Censored outcome, endogenous regressor and heteroskedastic error…

Econometrics · Economics 2026-04-06 Xi Wang

We consider nonparametric estimation of a regression curve when the data are observed with multiplicative distortion which depends on an observed confounding variable. We suggest several estimators, ranging from a relatively simple one that…

Statistics Theory · Mathematics 2016-01-13 Aurore Delaigle , Peter Hall , Wen-Xin Zhou

Time-to-event endpoints are frequently used as outcomes in oncology and other disease areas where the outcome of interest may not be observed within a predetermined period. Although many analytical methods address the challenges of…

Methodology · Statistics 2026-04-14 Chen-Yen Lin , Susan Halabi , Taehwa Choi

In this paper, we first provide a review of different non-parametric estimators for the cumulative distribution function under left-censoring. We then propose a new estimator based on a non-parametric likelihood approach using reversed…

Statistics Theory · Mathematics 2023-07-11 N. Balakrishnan , Christian Paroissin , Magdalena Pereda Vivo