English
Related papers

Related papers: Statistical Modeling and Estimation of Censored Pa…

200 papers

The analysis of a truncated sample can be hindered by censoring. Survival information may be lost to follow-up or the birthdate may be missing. The data can still be modeled as a truncated point process and it is close to a Poisson process,…

Methodology · Statistics 2025-08-12 Fiete Sieg , Anne-Marie Toparkus , Rafael Weissbach

The classic censored regression model (tobit model) has been widely used in the economic literature. This model assumes normality for the error distribution and is not recommended for cases where positive skewness is present. Moreover, in…

Methodology · Statistics 2021-03-09 Danúbia R. Cunha , Jose A. Divino , Helton Saulo

When modelling censored observations, a typical approach in current regression methods is to use a censored-Gaussian (i.e. Tobit) model to describe the conditional output distribution. In this paper, as in the case of missing data, we argue…

Machine Learning · Statistics 2022-05-05 Daniele Gammelli , Kasper Pryds Rolsted , Dario Pacino , Filipe Rodrigues

Analysis of random censored life-time data along with some related stochastic covariables is of great importance in many applied sciences like medical research, population studies and planning etc. The parametric estimation technique…

Statistics Theory · Mathematics 2019-05-09 Abhik Ghosh , Ayanendranath Basu

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

High-dimensional regression and regression with a left-censored response are each well-studied topics. In spite of this, few methods have been proposed which deal with both of these complications simultaneously. The Tobit model -- long the…

Methodology · Statistics 2023-03-20 Tate Jacobson , Hui Zou

Censoring occurs when an outcome is unobserved beyond some threshold value. Methods that do not account for censoring produce biased predictions of the unobserved outcome. This paper introduces Type I Tobit Bayesian Additive Regression Tree…

Econometrics · Economics 2024-02-21 Eoghan O'Neill

Contamination of water resources with pathogenic microorganisms excreted in human feces is a worldwide public health concern. Surveillance of fecal contamination is commonly performed by routine monitoring for a single type or a few types…

Applications · Statistics 2021-10-13 HongYuan Cao , Tsuyoshi Kato

Monitoring microbiological behaviors in water is crucial to manage public health risk from waterborne pathogens, although quantifying the concentrations of microbiological organisms in water is still challenging because concentrations of…

Artificial Intelligence · Computer Science 2023-02-22 Yuya Takada , Tsuyoshi Kato

A common assumption regarding the standard tobit model is the normality of the error distribution. However, asymmetry and bimodality may be present and alternative tobit models must be used. In this paper, we propose a tobit model based on…

Methodology · Statistics 2018-03-20 Helton Saulo , Jeremias Leao , Juvencio Nobre , N. Balakrishnan

This paper deals with parameter estimation when the data are randomly right censored. The maximum likelihood estimates from censored samples are obtained by using the expectation-maximization (EM) and Monte Carlo EM (MCEM) algorithms. We…

Computation · Statistics 2012-03-20 Chanseok Park , Seong Beom Lee

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,…

Methodology · Statistics 2021-08-05 Justin D. Tubbs , Lane Guolan Chen , Thuan Quoc Thach , Pak C. Sham

This paper concerns Kalman filtering when the measurements of the process are censored. The censored measurements are addressed by the Tobit model of Type I and are one-dimensional with two censoring limits, while the (hidden) state vectors…

Signal Processing · Electrical Eng. & Systems 2020-02-21 Kostas Loumponias , George Tsaklidis

Computational capability often falls short when confronted with massive data, posing a common challenge in establishing a statistical model or statistical inference method dealing with big data. While subsampling techniques have been…

Methodology · Statistics 2024-10-31 Yixiao Ruan , Zan Li , Zhaohui Li , Dennis K. J. Lin , Qingpei Hu , Dan Yu

We propose and study M-estimation to estimate the parameters in the censored regression model in the presence of endogeneity, i.e., the Tobit model. In the course of this study, we follow two-stage procedures: the first stage consists of…

Methodology · Statistics 2025-05-13 Swati Shukla , Subhra Sankar Dhar , Shalabh

This work establishes regularity conditions for consistency and asymptotic normality of the multiple parameter maximum likelihood estimator(MLE) from censored data, where the censoring mechanism is in the form of $1$-bit measurements. The…

Statistics Theory · Mathematics 2025-02-11 Jaimin Shah , Martina Cardone , Cynthia Rush , Alex Dytso

Despite the recent advances in mass spectrometry (MS), summarizing and analyzing high-throughput mass-spectrometry data remains a challenging task. This is, on the one hand, due to the complexity of the spectral signal which is measured,…

Methodology · Statistics 2016-06-30 Alexia Kakourou , Werner Vach , Bart Mertens

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…

Methodology · Statistics 2026-03-25 Nils Lid Hjort

The statistical censoring setup is extended to the situation when random measures can be assigned to the realization of datapoints, leading to a new way of incorporating expert information into the usual parametric estimation procedures.…

Methodology · Statistics 2023-12-05 Hansjörg Albrecher , Martin Bladt

The asymptotic variance of the maximum likelihood estimate is proved to decrease when the maximization is restricted to a subspace that contains the true parameter value. Maximum likelihood estimation allows a systematic fitting of…

Statistics Theory · Mathematics 2018-01-31 Marie Turčičová , Jan Mandel , Kryštof Eben
‹ Prev 1 2 3 10 Next ›