Related papers: Confidence regions in Cox proportional hazards mod…
This paper describes three methods for carrying out non-asymptotic inference on partially identified parameters that are solutions to a class of optimization problems. Applications in which the optimization problems arise include estimation…
To better understand the interplay of censoring and sparsity we develop finite sample properties of nonparametric Cox proportional hazard's model. Due to high impact of sequencing data, carrying genetic information of each individual, we…
Following Baraud, Birg\'e and Sart (2017), we pursue our attempt to design a robust universal estimator of the joint ditribution of $n$ independent (but not necessarily i.i.d.) observations for an Hellinger-type loss. Given such…
This paper studies and critically discusses the construction of nonparametric confidence regions for density level sets. Methodologies based on both vertical variation and horizontal variation are considered. The investigations provide…
In reliability and life testing studies, the topic of estimating hazard rate has received great attention in recent years since an estimate of hazard rate is a quite useful tool for making decisions. Some works have included nonparametric…
The construction of confidence regions for parameter vectors is a difficult problem in the nonparametric setting, particularly when the sample size is not large. The bootstrap has shown promise in solving this problem, but empirical…
This paper studies how to construct confidence regions for principal component analysis (PCA) in high dimension, a problem that has been vastly under-explored. While computing measures of uncertainty for nonlinear/nonconvex estimators is in…
The Cox proportional hazards model, commonly used in clinical trials, assumes proportional hazards. However, it does not hold when, for example, there is a delayed onset of the treatment effect. In such a situation, an acute change in the…
In this paper, we develop statistical inference techniques for the unknown coefficient functions and single-index parameters in single-index varying-coefficient models. We first estimate the nonparametric component via the local linear…
The hazard function is central to the formulation of commonly used survival regression models such as the proportional hazards and accelerated failure time models. However, these models rely on a shared baseline hazard, which, when…
The factor estimation process is a really challenging task for non-linear models. Even whether researchers manage to successfully estimate model factors, they still must estimate their confidence intervals, which could require a high…
We study confidence interval construction for linear regression under Huber's contamination model, where an unknown fraction of noise variables is arbitrarily corrupted. While robust point estimation in this setting is well understood,…
Post-selection inference consists in providing statistical guarantees, based on a data set, that are robust to a prior model selection step on the same data set. In this paper, we address an instance of the post-selection-inference problem,…
We study the absolute penalized maximum partial likelihood estimator in sparse, high-dimensional Cox proportional hazards regression models where the number of time-dependent covariates can be larger than the sample size. We establish…
We study the problem of high-dimensional linear regression in a robust model where an $\epsilon$-fraction of the samples can be adversarially corrupted. We focus on the fundamental setting where the covariates of the uncorrupted samples are…
Bootstrap smoothed (bagged) parameter estimators have been proposed as an improvement on estimators found after preliminary data-based model selection. The key result of Efron (2014) is a very convenient and widely applicable formula for a…
The assumption of hazard rates being proportional in covariates is widely made in empirical research and extensive research has been done to develop tests of its validity. This paper does not contribute on this end. Instead, it gives new…
The upper bounds on the coverage probabilities of the confidence regions based on blockwise empirical likelihood [Kitamura (1997)] and nonstandard expansive empirical likelihood [Nordman et al. (2013)] methods for time series data are…
Hazard ratios are often used to evaluate time to event outcomes, but they may be hard to interpret. A particular issue arise because hazards are typically estimated conditional on survival, i.e.\ on left truncated samples. Then, hazard…
Suppose that we observe $y \in \mathbb{R}^n$ and $X \in \mathbb{R}^{n \times m}$ in the following errors-in-variables model: \begin{eqnarray*} y & = & X_0 \beta^* +\epsilon \\ X & = & X_0 + W, \end{eqnarray*} where $X_0$ is an $n \times m$…