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We revisit the estimation of the extreme value index for randomly censored data from a heavy tailed distribution. We introduce a new class of estimators which encompasses earlier proposals given in Worms and Worms (2014) and Beirlant et al.…

Statistics Theory · Mathematics 2018-04-19 Jan Beirlant , Julien Worms , Rym Worms

We study the variability of predictions made by bagged learners and random forests, and show how to estimate standard errors for these methods. Our work builds on variance estimates for bagging proposed by Efron (1992, 2012) that are based…

Machine Learning · Statistics 2014-04-01 Stefan Wager , Trevor Hastie , Bradley Efron

We study the conditional expert Kaplan-Meier estimator, an extension of the classical Kaplan--Meier estimator designed for time-to-event data subject to both right-censoring and contamination. Such contamination, where observed events may…

Methodology · Statistics 2026-01-06 Martin Bladt , Kristian Vilhelm Dinesen

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

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

In binary classification applications, conservative decision-making that allows for abstention can be advantageous. To this end, we introduce a novel approach that determines the optimal cutoff interval for risk scores, which can be…

Machine Learning · Statistics 2025-10-01 Yishu Wei , Wen-Yee Lee , George Ekow Quaye , Xiaogang Su

When data are right-censored, i.e. some outcomes are missing due to a limited period of observation, survival analysis can compute the "time to event". Multiple classes of outcomes lead to a classification variant: predicting the most…

Artificial Intelligence · Computer Science 2024-06-21 Julie Alberge , Vincent Maladière , Olivier Grisel , Judith Abécassis , Gaël Varoquaux

Randomly censored survival data are frequently encountered in applied sciences including biomedical or reliability applications and clinical trial analyses. Testing the significance of statistical hypotheses is crucial in such analyses to…

Methodology · Statistics 2019-01-08 Abhik Ghosh , Ayanendranath Basu , Leandro Pardo

This paper proposes a new statistical test to assess the dominance of survival functions in the presence of right-censored data. Traditional methods, such as the log-rank test, are inadequate for determining whether one survival function…

Methodology · Statistics 2025-04-10 Félix Belzunce , Carolina Martínez-Riquelme , Jaime Valenciano

Censored survival data are common in clinical trial studies. We propose a unified framework for sensitivity analysis to censoring at random in survival data using multiple imputation and martingale, called SMIM. The proposed framework…

Methodology · Statistics 2021-05-17 Shu Yang , Yilong Zhang , Guanghan Frank Liu , Qian Guan

In a longitudinal study, measures of key variables might be incomplete or partially recorded due to drop-out, loss to follow-up, or early termination of the study occurring before the advent of the event of interest. In this paper, we focus…

Methodology · Statistics 2020-08-19 Roland A. Matsouaka , Folefac D. Atem

The i.i.d. censoring model for survival analysis assumes two independent sequences of i.i.d. positive random variables, $(T_i^*)_{1\le i\le n}$ and $(U_i)_{1\le i\le n}$. The data consists of observations on the random sequence…

Statistics Theory · Mathematics 2020-02-27 Ross A. Maller , Sidney I. Resnick

Causal inference, or counterfactual prediction, is central to decision making in healthcare, policy and social sciences. To de-bias causal estimators with high-dimensional data in observational studies, recent advances suggest the…

Machine Learning · Statistics 2020-10-20 Shuxi Zeng , Serge Assaad , Chenyang Tao , Shounak Datta , Lawrence Carin , Fan Li

We study counterfactual classification as a new tool for decision-making under hypothetical (contrary to fact) scenarios. We propose a doubly-robust nonparametric estimator for a general counterfactual classifier, where we can incorporate…

Machine Learning · Computer Science 2023-01-31 Kwangho Kim , Edward H. Kennedy , José R. Zubizarreta

This paper focuses on quantifying and estimating the predictive accuracy of prognostic models for time-to-event outcomes with competing events. We consider the time-dependent discrimination and calibration metrics, including the receiver…

Methodology · Statistics 2017-07-14 Cai Wu , Liang Li

Random survival forest and survival trees are popular models in statistics and machine learning. However, there is a lack of general understanding regarding consistency, splitting rules and influence of the censoring mechanism. In this…

Statistics Theory · Mathematics 2019-02-05 Yifan Cui , Ruoqing Zhu , Mai Zhou , Michael Kosorok

Due to concerns about parametric model misspecification, there is interest in using machine learning to adjust for confounding when evaluating the causal effect of an exposure on an outcome. Unfortunately, exposure effect estimators that…

Methodology · Statistics 2025-01-08 Oliver Dukes , Stijn Vansteelandt , David Whitney

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

The current state of evaluation in survival analysis is plagued by the persistent use of evaluation metrics in ways that are misaligned with the stated modeling objective. In addition, many such evaluations are based on censoring…

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