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In this paper, we consider a partial deconvolution kernel estimator for nonparametric regression when some covariates are measured with error while others are observed without error. We focus on a general and realistic setting in which the…

Statistics Theory · Mathematics 2026-01-29 Baba Thiam

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

On the basis of Nelson-Aalen product-limit estimator of a randomly censored distribution function, we introduce a kernel estimator to the tail index of right-censored Pareto-like data. Under some regularity assumptions, the consistency and…

Statistics Theory · Mathematics 2025-06-24 Nour Elhouda Guesmia , Abdelhakim Necir , Djamel Meraghni

A long-standing problem in the construction of asymptotically correct confidence bands for a regression function $m(x)=E[Y|X=x]$, where $Y$ is the response variable influenced by the covariate $X$, involves the situation where $Y$ values…

Statistics Theory · Mathematics 2018-12-10 Ali Al-Sharadqah , Majid Mojirsheibani

In this paper, we consider a weighted local linear estimator based on the inverse selection probability for nonparametric regression with missing covariates at random. The asymptotic distribution of the maximal deviation between the…

Methodology · Statistics 2020-03-03 Li Cai , Lijie Gu , Qihua Wang , Suojin Wang

Consider a random vector (X',Y)', where X is d-dimensional and Y is one-dimensional. We assume that Y is subject to random right censoring. The aim of this paper is twofold. First, we propose a new estimator of the joint distribution of…

Statistics Theory · Mathematics 2013-09-18 Olivier Lopez , Valentin Patilea , Ingrid Van Keilegom

The main purpose is to estimate the regression function of a real random variable with functional explanatory variable by using a recursive nonparametric kernel approach. The mean square error and the almost sure convergence of a family of…

Statistics Theory · Mathematics 2013-08-07 Aboubacar Amiri , Christophe Crambes , Baba Thiam

The Student-$t$ distribution is widely used in statistical modeling of datasets involving outliers since its longer-than-normal tails provide a robust approach to hand such data. Furthermore, data collected over time may contain censored or…

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

We discuss semiparametric regression when only the ranks of responses are observed. The model is $Y_i = F (\mathbf{x}_i'{\boldsymbol\beta}_0 + \varepsilon_i)$, where $Y_i$ is the unobserved response, $F$ is a monotone increasing function,…

Applications · Statistics 2016-02-25 Michael C. Donohue , Anthony C. Gamst , Robert A. Rissman , Ian Abramson

In this paper, we first provide a review of different non-parametric estimators for the cumulative distribution function under left-censoring. We then propose a new estimator based on a non-parametric likelihood approach using reversed…

Statistics Theory · Mathematics 2023-07-11 N. Balakrishnan , Christian Paroissin , Magdalena Pereda Vivo

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 present a general principle for estimating a regression function nonparametrically, allowing for a wide variety of data filtering, for example, repeated left truncation and right censoring. Both the mean and the median regression cases…

Statistics Theory · Mathematics 2011-02-10 Oliver Linton , Enno Mammen , Jens Perch Nielsen , Ingrid Van Keilegom

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

We consider nonparametric estimation of a regression curve when the data are observed with multiplicative distortion which depends on an observed confounding variable. We suggest several estimators, ranging from a relatively simple one that…

Statistics Theory · Mathematics 2016-01-13 Aurore Delaigle , Peter Hall , Wen-Xin Zhou

This paper considers inference in a linear regression model with random right censoring and outliers. The number of outliers can grow with the sample size while their proportion goes to zero. The model is semiparametric and we make only…

Statistics Theory · Mathematics 2021-10-06 Jad Beyhum , Ingrid Van Keilegom

In this paper, we establish uniform-in-bandwidth limit laws of the logarithm for nonparametric Inverse Probability of Censoring Weighted (I.P.C.W.) estimators of the multivariate regression function under random censorship. A similar result…

Statistics Theory · Mathematics 2007-09-14 Bertrand Maillot , Vivian Viallon

Weighting with the inverse probability of censoring is an approach to deal with censoring in regression analyses where the outcome may be missing due to right-censoring. In this paper, three separate approaches involving this idea in a…

Methodology · Statistics 2025-10-30 Morten Overgaard

Density estimation is a classical problem in statistics and has received considerable attention when both the data has been fully observed and in the case of partially observed (censored) samples. In survival analysis or clinical trials, a…

Applications · Statistics 2018-04-18 German A. Schnaidt Grez , Brani Vidakovic

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