Related papers: Beyond first-order asymptotics for Cox regression
We focus on the construction of confidence corridors for multivariate nonparametric generalized quantile regression functions. This construction is based on asymptotic results for the maximal deviation between a suitable nonparametric…
Massive sized survival datasets are becoming increasingly prevalent with the development of the healthcare industry. Such datasets pose computational challenges unprecedented in traditional survival analysis use-cases. A popular way for…
Most linear dimension reduction methods proposed in the literature can be formulated using an appropriate pair of scatter matrices, see e.g. Ye and Weiss (2003), Tyler et al. (2009), Bura and Yang (2011), Liski et al. (2014) and Luo and Li…
The penalized profile sampler for semiparametric inference is an extension of the profile sampler method (Lee, Kosorok and Fine, 2005) obtained by profiling a penalized log-likelihood. The idea is to base inference on the posterior…
We propose a nonparametric bootstrap procedure for two-phase stratified sampling without replacement. In this design, a weighted likelihood estimator is known to have smaller asymptotic variance than under the convenient assumption of…
The study of survival data often requires taking proper care of the censoring mechanism that prohibits complete observation of the data. Under right censoring, only the first occurring event is observed: either the event of interest, or a…
In clinical trials the comparison of two different populations is a frequently addressed problem. Non-linear (parametric) regression models are commonly used to describe the relationship between covariates as the dose and a response…
Cure models have been developed as an alternative modelling approach to conventional survival analysis in order to account for the presence of cured subjects that will never experience the event of interest. Mixture cure models, which model…
Bayesian nonparametric methods are a popular choice for analysing survival data due to their ability to flexibly model the distribution of survival times. These methods typically employ a nonparametric prior on the survival function that is…
I propose a nonparametric iid bootstrap procedure for the empirical likelihood, the exponential tilting, and the exponentially tilted empirical likelihood estimators that achieves asymptotic refinements for t tests and confidence intervals,…
We study the first- and second-order asymptotics of covert communication over binary-input DMC for three different covertness metrics and under maximum probability of error constraint. When covertness is measured in terms of the relative…
In Bayesian inference for the Cox proportional hazards model, modeling the baseline hazard function is challenging. Recently, direct Bayesian inference using the partial likelihood is considered in the framework of general Bayesian…
We revisit Cox's proportional hazard models and LASSO in the aim of improving feature selection in survival analysis. Unlike traditional methods relying on cross-validation or BIC, the penalty parameter $\lambda$ is directly tuned for…
This paper introduces a novel, computationally-efficient algorithm for predictive inference (PI) that requires no distributional assumptions on the data and can be computed faster than existing bootstrap-type methods for neural networks.…
For statistical inference on regression models with a diverging number of covariates, the existing literature typically makes sparsity assumptions on the inverse of the Fisher information matrix. Such assumptions, however, are often…
First order methods, which solely rely on gradient information, are commonly used in diverse machine learning (ML) and data analysis (DA) applications. This is attributed to the simplicity of their implementations, as well as low…
Covariate adjustment is an important tool in the analysis of randomized clinical trials and observational studies. It can be used to increase efficiency and thus power, and to reduce possible bias. While most statistical tests in randomized…
In a Cox model, the partial likelihood, as the product of a series of conditional probabilities, is used to estimate the regression coefficients. In practice, those conditional probabilities are approximated by risk score ratios based on a…
We are concerned with nonparametric hypothesis testing of time series functionals. It is known that the popular autoregressive sieve bootstrap is, in general, not valid for statistics whose (asymptotic) distribution depends on moments of…
A popular method for variance reduction in observational causal inference is propensity-based trimming, the practice of removing units with extreme propensities from the sample. This practice has theoretical grounding when the data are…