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We propose a censored quantile regression estimator motivated by unbiased estimating equations. Under the usual conditional independence assumption of the survival time and the censoring time given the covariates, we show that the proposed…

Statistics Theory · Mathematics 2013-02-04 Chenlei Leng , Xingwei Tong

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

This paper considers doing quantile regression on censored data using neural networks (NNs). This adds to the survival analysis toolkit by allowing direct prediction of the target variable, along with a distribution-free characterisation of…

Machine Learning · Statistics 2023-02-07 Tim Pearce , Jong-Hyeon Jeong , Yichen Jia , Jun Zhu

Censored quantile regression has emerged as a prominent alternative to classical Cox's proportional hazards model or accelerated failure time model in both theoretical and applied statistics. While quantile regression has been extensively…

Methodology · Statistics 2024-08-27 Taehwa Choi , Seohyeon Park , Hunyong Cho , Sangbum Choi

In this paper, we built a new nonparametric regression estimator with the local linear method by using the mean squared relative error as a loss function when the data are subject to random right censoring. We establish the uniform almost…

Statistics Theory · Mathematics 2020-04-07 Feriel Bouhadjera , Elias Saïd

Random forests are powerful non-parametric regression method but are severely limited in their usage in the presence of randomly censored observations, and naively applied can exhibit poor predictive performance due to the incurred biases.…

Machine Learning · Statistics 2019-02-12 Alexander Hanbo Li , Jelena Bradic

Random forests are powerful non-parametric regression method but are severely limited in their usage in the presence of randomly censored observations, and naively applied can exhibit poor predictive performance due to the incurred biases.…

Machine Learning · Statistics 2020-01-13 Alexander Hanbo Li , Jelena Bradic

When facing multivariate covariates, general semiparametric regression techniques come at hand to propose flexible models that are unexposed to the curse of dimensionality. In this work a semiparametric copula-based estimator for…

Methodology · Statistics 2016-03-25 Mickael De Backer , Anouar El Ghouch , Ingrid Van Keilegom

We develop inference procedures for longitudinal data where some of the measurements are censored by fixed constants. We consider a semi-parametric quantile regression model that makes no distributional assumptions. Our research is…

Statistics Theory · Mathematics 2009-04-02 Huixia Judy Wang , Mendel Fygenson

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

The computational prediction algorithm of neural network, or deep learning, has drawn much attention recently in statistics as well as in image recognition and natural language processing. Particularly in statistical application for…

Machine Learning · Statistics 2021-04-13 Yichen Jia , Jong-Hyeon Jeong

This paper addresses the problem of identifying and estimating the causal effect of a treatment in the presence of unmeasured confounding and various types of right-censoring. Examples of these censoring mechanisms are administrative…

Statistics Theory · Mathematics 2025-03-19 Ilias Willems , Sara Rutten , Gilles Crommen , Ingrid Van Keilegom

Linear regression is arguably the most prominent among statistical inference methods, popular both for its simplicity as well as its broad applicability. On par with data-intensive applications, the sheer size of linear regression problems…

Applications · Statistics 2016-06-29 Dimitris Berberidis , Vassilis Kekatos , Georgios B. Giannakis

Most work in neural networks focuses on estimating the conditional mean of a continuous response variable given a set of covariates.In this article, we consider estimating the conditional distribution function using neural networks for both…

Methodology · Statistics 2022-07-07 Bingqing Hu , Bin Nan

In this paper, we are concerned with nonparametric estimation of the multivariate regression function in the presence of right censored data. More precisely, we propose a statistic that is shown to be asymptotically normally distributed…

Statistics Theory · Mathematics 2008-02-08 Mohammed Debbarh , Vivian Viallon

The inactivity time, or lost lifespan specifically for mortality data, concerns time from occurrence of an event of interest to the current time point and has recently emerged as a new summary measure for cumulative information inherent in…

Methodology · Statistics 2020-04-14 Lauren C. Balmert , Ruosha Li , Limin Peng , Jong-Hyeon Jeong

We consider quantile regression processes from censored data under dependent data structures and derive a uniform Bahadur representation for those processes. We also consider cases where the dimension of the parameter in the quantile…

Statistics Theory · Mathematics 2013-06-14 Stanislav Volgushev , Jens Wagener , Holger Dette

We consider generalized linear regression analysis with left-censored covariate due to the lower limit of detection. Complete case analysis by eliminating observations with values below limit of detection yields valid estimates for…

Methodology · Statistics 2014-12-09 Shengchun Kong , Bin Nan

Quantile regression, based on check loss, is a widely used inferential paradigm in Econometrics and Statistics. The conditional quantiles provide a robust alternative to classical conditional means, and also allow uncertainty quantification…

Machine Learning · Computer Science 2021-02-15 Anuj Tambwekar , Anirudh Maiya , Soma Dhavala , Snehanshu Saha

Let $ (T_i)_i$ be a sequence of independent identically distributed (i.i.d.) random variables (r.v.) of interest distributed as $ T$ and $(X_i)_i$ be a corresponding vector of covariates taking values on $ \mathbb{R}^d$. In censorship…

Statistics Theory · Mathematics 2019-01-29 Bouhadjera Feriel , Ould Saïd , Mohamed Remita
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