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Comparing counterfactual distributions can provide more nuanced and valuable measures for causal effects, going beyond typical summary statistics such as averages. In this work, we consider characterizing causal effects via distributional…

Machine Learning · Statistics 2024-11-05 Kwangho Kim , Jisu Kim , Edward H. Kennedy

Recent years have seen the development of many novel scoring tools for disease prognosis and prediction. To become accepted for use in clinical applications, these tools have to be validated on external data. In practice, validation is…

Methodology · Statistics 2022-12-06 Matthias Schmid , Tim Friede , Nadja Klein , Leonie Weinhold

Most studies for negatively associated (NA) random variables consider the complete-data situation, which is actually a relatively ideal condition in practice. The paper relaxes this condition to the incomplete-data setting and considers…

Statistics Theory · Mathematics 2023-02-02 Jianhua Shi , Jiansen Xu , Jinfeng Xu

We present new estimators for the statistical analysis of the dependence of the mean gap time length between consecutive recurrent events, on a set of explanatory random variables and in the presence of right censoring. The dependence is…

Applications · Statistics 2021-09-10 Ioana Schiopu-Kratina , Hai Yan Liu , Mayer Alvo , Pierre-Jerome Bergeron

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

The counterfactual distribution models the effect of the treatment in the untreated group. While most of the work focuses on the expected values of the treatment effect, one may be interested in the whole counterfactual distribution or…

Machine Learning · Statistics 2022-11-04 Diego Martinez-Taboada , Dino Sejdinovic

This article proposes inference procedures for distribution regression models in duration analysis using randomly right-censored data. This generalizes classical duration models by allowing situations where explanatory variables' marginal…

Econometrics · Economics 2021-11-29 Miguel A. Delgado , Andrés García-Suaza , Pedro H. C. Sant'Anna

Based on the expectile loss function and the adaptive LASSO penalty, the paper proposes and studies the estimation methods for the accelerated failure time (AFT) model. In this approach, we need to estimate the survival function of the…

Statistics Theory · Mathematics 2024-02-06 Gabriela Ciuperca

It is often of interest to study the association between covariates and the cumulative incidence of a right-censored time-to-event outcome. When time-varying covariates are measured on a fixed discrete time scale, it is desirable to account…

Methodology · Statistics 2026-04-28 Hongxiang Qiu , Marco Carone , Alex Luedtke , Peter B. Gilbert

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 propose a formal model for counterfactual estimation with unobserved confounding in "data-rich" settings, i.e., where there are a large number of units and a large number of measurements per unit. Our model provides a bridge between the…

Econometrics · Economics 2025-04-03 Alberto Abadie , Anish Agarwal , Devavrat Shah

This paper analyzes the effect of a discrete treatment Z on a duration T. The treatment is not randomly assigned. The confounding issue is treated using a discrete instrumental variable explaining the treatment and independent of the error…

Statistics Theory · Mathematics 2020-11-23 Jad Beyhum , Jean-Pierre FLorens , Ingrid Van Keilegom

In spatio-temporal analysis, we often record data at specific time intervals but with varying spatial locations between these timepoints. We propose a conditional model to analyze such spatio-temporal data that accommodates the dependencies…

Methodology · Statistics 2026-04-03 Subhrajyoty Roy , Soudeep Deb , Sayar Karmakar , Rishideep Roy

We propose a novel framework for conducting causal inference based on counterfactual densities. While the current paradigm of causal inference is mostly focused on estimating average treatment effects (ATEs), which restricts the analysis to…

Econometrics · Economics 2026-04-27 Georg Keilbar , Sonja Greven

We propose a semiparametric model to study the effect of covariates on the distribution of a censored event time while making minimal assumptions about the censoring mechanism. The result is a partially identified model, in the sense that…

Methodology · Statistics 2025-03-19 Ilias Willems , Jad Beyhum , Ingrid Van Keilegom

In this paper, we address the challenge of performing counterfactual inference with observational data via Bayesian nonparametric regression adjustment, with a focus on high-dimensional settings featuring multiple actions and multiple…

Machine Learning · Computer Science 2022-11-22 Alberto Caron , Gianluca Baio , Ioanna Manolopoulou

This article extends the widely-used synthetic controls estimator for evaluating causal effects of policy changes to quantile functions. The proposed method provides a geometrically faithful estimate of the entire counterfactual quantile…

Econometrics · Economics 2022-01-03 Florian Gunsilius

Dynamic prediction of causal effects under different treatment regimes conditional on an individual's characteristics and longitudinal history is an essential problem in precision medicine. This is challenging in practice because outcomes…

Methodology · Statistics 2023-03-07 Yizhen Xu , Jisoo Kim , Laura K. Hummers , Ami A. Shah , Scott Zeger

In observational studies, treatment may be adapted to covariates at several times without a fixed protocol, in continuous time. Treatment influences covariates, which influence treatment, which influences covariates, and so on. Then even…

Statistics Theory · Mathematics 2015-09-02 Judith J. Lok

This paper discusses endogenous treatment models with duration outcomes, competing risks and random right censoring. The endogeneity issue is solved using a discrete instrumental variable. We show that the competing risks model generates a…

Methodology · Statistics 2021-05-04 Jad Beyhum , Jean-Pierre Florens , Ingrid Van Keilegom