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We use Stein characterisations to derive new moment-type estimators for the parameters of several truncated multivariate distributions in the i.i.d. case; we also derive the asymptotic properties of these estimators. Our examples include…

Statistics Theory · Mathematics 2024-06-18 Adrian Fischer , Robert E. Gaunt , Yvik Swan

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…

Methodology · Statistics 2025-09-04 J. T. Korley

We propose a novel method for estimating nonseparable selection models. We show that, for a given selection function, the potential outcome distributions are nonparametrically identified from the selected outcome distributions and can be…

Econometrics · Economics 2026-05-05 Fan Wu , Yi Xin

Consider discrete values of functions shifted by unobserved translation effects, which are independent realizations of a random variable with unknown distribution $\mu$, modeling the variability in the response of each individual. Our aim…

Statistics Theory · Mathematics 2008-12-18 Ismael Castillo , Jean-Michel Loubes

We show a statistical version of Taylor's theorem and apply this result to non-parametric density estimation from truncated samples, which is a classical challenge in Statistics \cite{woodroofe1985estimating, stute1993almost}. The…

Statistics Theory · Mathematics 2021-07-01 Constantinos Daskalakis , Vasilis Kontonis , Christos Tzamos , Manolis Zampetakis

Missing data is an important challenge when dealing with high dimensional data arranged in the form of an array. In this paper, we propose methods for estimation of the parameters of array variate normal probability model from partially…

Methodology · Statistics 2015-01-06 Deniz Akdemir

Finite mixture models have been widely used to model and analyze data from a heterogeneous populations. Moreover, data of this kind can be missing or subject to some upper and/or lower detection limits because of the restriction of…

We derive a novel variational expectation maximization approach based on truncated posterior distributions. Truncated distributions are proportional to exact posteriors within subsets of a discrete state space and equal zero otherwise. The…

Machine Learning · Statistics 2019-07-12 Jörg Lücke

In this paper I describe some substantial extensions to the survsim command for simulating survival data. survsim can now simulate survival data from a parametric distribution, a custom/user-defined distribution, from a fitted merlin model,…

Computation · Statistics 2021-10-22 Michael J. Crowther

We develop a distribution regression model with a censored selection rule, offering a semi-parametric generalization of the Heckman selection model. Our approach applies to the entire distribution, extending beyond the mean or median,…

Econometrics · Economics 2025-05-19 Ivan Fernandez-Val , Seoyun Hong

When observations are truncated, we are limited to an incomplete picture of our dataset. Recent methods propose to use score matching for truncated density estimation, where the access to the intractable normalising constant is not…

Methodology · Statistics 2024-04-15 Daniel J. Williams , Song Liu

Kernel-based nonparametric hazard rate estimation is considered with a special class of infinite-order kernels that achieves favorable bias and mean square error properties. A fully automatic and adaptive implementation of a density and…

Statistics Theory · Mathematics 2018-10-17 Arthur Berg , Dimitris N Politis , Kagba Suaray , Hui Zeng

Edge-exchangeable probabilistic network models generate edges as an i.i.d.~sequence from a discrete measure, providing a simple means for statistical inference of latent network properties. The measure is often constructed using the…

Statistics Theory · Mathematics 2021-09-15 Xinglong Li , Trevor Campbell

We study the semiparametric efficient estimation of a class of linear functionals in settings where a complete multivariate dataset is supplemented by additional datasets recording subsets of the variables of interest. These datasets are…

Statistics Theory · Mathematics 2025-06-19 Thomas B. Berrett

Let F be an unknown univariate distribution function to be estimated from a sample containing censored observations and tau be in dom(F). The author has derived a novel nonparametric estimator F_hat for F without making any assumptions…

Statistics Theory · Mathematics 2015-03-19 Plamen Markov

We develop flexible multi-parameter regression survival models for interval censored survival data arising in longitudinal prospective studies and longitudinal randomised controlled clinical trials. A multi-parameter Weibull regression…

Methodology · Statistics 2019-01-29 Defen Peng , Gilbert MacKenzie , Kevin Burke

In this paper, we have established a new framework of truncated inverse sampling for estimating mean values of non-negative random variables such as binomial, Poisson, hyper-geometrical, and bounded variables. We have derived explicit…

Statistics Theory · Mathematics 2013-11-05 Xinjia Chen

In transportation, Weigh-in motion (WIM) stations, Electronic Toll Collection (ETC) systems, Closed-circuit Television (CCTV) are widely deployed to collect data at different locations. Vehicle re-identification, by matching the same…

Applications · Statistics 2024-11-06 Diyi Liu , Yangsong Gu , Lee D. Han

Data analysis based on information from several sources is common in economic and biomedical studies. This setting is often referred to as the data fusion problem, which differs from traditional missing data problems since no complete data…

Methodology · Statistics 2022-04-07 Wei Li , Shanshan Luo , Wangli Xu

In this article, we study nonparametric inference for a covariate-adjusted regression function. This parameter captures the average association between a continuous exposure and an outcome after adjusting for other covariates. In…

Methodology · Statistics 2023-12-18 Kenta Takatsu , Ted Westling
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