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In many semiparametric models that are parameterized by two types of parameters---a Euclidean parameter of interest and an infinite-dimensional nuisance parameter---the two parameters are bundled together, that is, the nuisance parameter is…

Statistics Theory · Mathematics 2012-03-13 Ying Ding , Bin Nan

Interval-censoring frequently occurs in studies of chronic diseases where disease status is inferred from intermittently collected biomarkers. Although many methods have been developed to analyze such data, they typically assume perfect…

Methodology · Statistics 2026-05-26 Yuhao Deng , Donglin Zeng , Yuanjia Wang

In general insurance, claims are often lower-truncated and right-censored because insurance contracts may involve deductibles and maximal covers. Most classical statistical models are not (directly) suited to model lower-truncated and…

Methodology · Statistics 2025-03-25 Selim Gatti , Mario V. Wüthrich

The density ratio model (DRM) is a semiparametric model that relates the distributions from multiple samples to a nonparametrically defined reference distribution via exponential tilting, with finite-dimensional parameters governing their…

Methodology · Statistics 2025-11-13 James Hugh McVittie , Archer Gong Zhang

Survival analysis is a type of semi-supervised ranking task where the target output (the survival time) is often right-censored. Utilizing this information is a challenge because it is not obvious how to correctly incorporate these censored…

Machine Learning · Computer Science 2018-06-12 Margaux Luck , Tristan Sylvain , Joseph Paul Cohen , Heloise Cardinal , Andrea Lodi , Yoshua Bengio

We develop a systematic, omnibus approach to goodness-of-fit testing for parametric distributional models when the variable of interest is only partially observed due to censoring and/or truncation. In many such designs, tests based on the…

Methodology · Statistics 2026-02-10 Juan Carlos Escanciano , Jacobo de Uña-Álvarez

Motivated by the need to analyze continuously updated data sets in the context of time-to-event modeling, we propose a novel nonparametric approach to estimate the conditional hazard function given a set of continuous and discrete…

Methodology · Statistics 2025-07-03 Daphné Aurouet , Valentin Patilea

There has been a wide interest to extend univariate and multivariate nonparametric procedures to clustered and hierarchical data. Traditionally, parametric mixed models have been used to account for the correlation structures among the…

Statistics Theory · Mathematics 2018-03-02 Jaakko Nevalainen , Denis Larocque , Hannu Oja , Ilkka Pörsti

To improve nonparametric estimates of lifetime distributions, we propose using the increasing odds rate (IOR) model as an alternative to other popular, but more restrictive, ``adverse ageing'' models, such as the increasing hazard rate one.…

Methodology · Statistics 2022-12-13 Tommaso Lando , Idir Arab , Paulo Eduardo Oliveira

Functional data analysis is proved to be useful in many scientific applications. The physical process is observed as curves and often there are several curves observed due to multiple subjects, providing the replicates in statistical sense.…

Methodology · Statistics 2018-01-30 Tapabrata Maiti , Abolfazl Safikhani , Ping-Shou Zhong

We consider efficient estimation of flexible transformation models with interval-censored data. To reduce the dimension of semi-parametric models, the unknown monotone transformation function is approximated via monotone splines. A…

Methodology · Statistics 2019-12-30 Minggen Lu , Yan Liu , Chin-Shang Li , Jianguo Sun

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…

Methodology · Statistics 2023-05-09 Nir Keret , Malka Gorfine

Recently, authors have studied weighted version of Kerridge inaccuracy measure for truncated distributions. In the present communication we introduce the notion of weighted interval inaccuracy measure for two-sided truncated random…

Statistics Theory · Mathematics 2020-04-08 Chanchal Kundu

Survival analysis is a fundamental tool for modeling time-to-event data in healthcare, engineering, and finance, where censored observations pose significant challenges. While traditional methods like the Beran estimator offer nonparametric…

Machine Learning · Computer Science 2025-06-13 Andrei V. Konstantinov , Vlada A. Efremenko , Lev V. Utkin

In this paper, we consider robust estimation of claim severity models in insurance, when data are affected by truncation (due to deductibles), censoring (due to policy limits), and scaling (due to coinsurance). In particular, robust…

Methodology · Statistics 2024-02-22 Chudamani Poudyal , Vytaras Brazauskas

Recently, authors have studied inequalities involving expectations of selected functions viz. failure rate, mean residual life, aging intensity function and log-odds rate which are defined for left truncated random variables in reliability…

Statistics Theory · Mathematics 2016-04-27 Chanchal Kundu , Amit Ghosh

In medical settings, treatment assignment may be determined by a clinically important covariate that predicts patients' risk of event. There is a class of methods from the social science literature known as regression discontinuity (RD)…

Methodology · Statistics 2019-08-13 Youngjoo Cho , Chen Hu , Debashis Ghosh

Although the independent censoring assumption is commonly used in survival analysis, it can be violated when the censoring time is related to the survival time, which often happens in many practical applications. To address this issue, we…

Methodology · Statistics 2024-08-28 Huazhen Yu , Lixin Zhang

Feature screening is an important tool in analyzing ultrahigh-dimensional data, particularly in the field of Omics and oncology studies. However, most attention has been focused on identifying features that have a linear or monotonic impact…

Methodology · Statistics 2023-05-10 Yaxian Chen , KF Lam , Zhonghua Liu

A class of multivariate spectral representations for real-valued nonstationary random variables is introduced, which is characterised by a general complex Gaussian distribution. In this way, the temporal signal properties -- harmonicity,…

Signal Processing · Electrical Eng. & Systems 2020-07-29 Bruno Scalzo , Ljubisa Stankovic , Danilo P. Mandic