Related papers: Model Based Bootstrap Methods for Interval Censore…
Existing survival analysis techniques heavily rely on strong modelling assumptions and are, therefore, prone to model misspecification errors. In this paper, we develop an inferential method based on ideas from conformal prediction, which…
This paper introduces an assumption-lean method that constructs valid and efficient lower predictive bounds (LPBs) for survival times with censored data. We build on recent work by Cand\`es et al. (2021), whose approach first subsets the…
Bootstrap smoothed (bagged) estimators have been proposed as an improvement on estimators found after preliminary data-based model selection. Efron, 2014, derived a widely applicable formula for a delta method approximation to the standard…
We consider the problem of finding confidence intervals for the risk of forecasting the future of a stationary, ergodic stochastic process, using a model estimated from the past of the process. We show that a bootstrap procedure provides…
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…
Inference methods for computing confidence intervals in parametric settings usually rely on consistent estimators of the parameter of interest. However, it may be computationally and/or analytically burdensome to obtain such estimators in…
We consider linear transformation models applied to right censored survival data with a change-point based on a covariate threshold. We establish consistency and weak convergence of the nonparametric maximum lieklihood estimators. The…
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…
We study an AMOC time series model with an abrupt change in the mean and dependent errors that fulfill certain mixing conditions. We obtain confidence intervals for the unknown change-point via bootstrapping methods. Precisely we use a…
Interval-censored data analysis is important in biomedical statistics for any type of time-to-event response where the time of response is not known exactly, but rather only known to occur between two assessment times. Many clinical trials…
Interval censoring occurs when event times are only known to fall between scheduled assessments, a common design in clinical trials, epidemiology, and reliability studies. Standard right-censoring methods, such as Kaplan-Meier and Cox…
Non-parametric maximum likelihood estimation encompasses a group of classic methods to estimate distribution-associated functions from potentially censored and truncated data, with extensive applications in survival analysis. These methods,…
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…
We construct bootstrap confidence intervals for a monotone regression function. It has been shown that the ordinary nonparametric bootstrap, based on the nonparametric least squares estimator (LSE) $\hat f_n$ is inconsistent in this…
Pooled logistic regression models are commonly applied in survival analysis. However, the standard implementation can be computationally demanding, which is further exacerbated when using the nonparametric bootstrap for inference. To ease…
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…
The instability in the selection of models is a major concern with data sets containing a large number of covariates. This paper deals with variable selection methodology in the case of high-dimensional problems where the response variable…
For discrete-valued time series, predictive inference cannot be implemented through the construction of prediction intervals to some predetermined coverage level, as this is the case for real-valued time series. To address this problem, we…
We introduce a nonparametric bootstrap procedure based on a dynamic factor model to construct pointwise prediction intervals for period life-table death counts. The age distribution of death counts is an example of constrained data, which…
This article proposes an online bootstrap scheme for nonparametric level estimation in nonstationary time series. Our approach applies to a broad class of level estimators expressible as weighted sample averages over time windows, including…