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In causal inference literature, potential outcomes are often indexed by the "elimination of all right-censoring events," leading to the perception that such a restriction is necessary for defining well-posed causal estimands. In this paper,…

Methodology · Statistics 2025-11-24 Lan Wen , Aaron L. Sarvet , Jessica G. Young

Existing survival analysis techniques heavily rely on strong modelling assumptions and are, therefore, prone to model misspecification errors. In this paper, we develop an inferential method based on ideas from conformal prediction, which…

Methodology · Statistics 2023-04-25 Emmanuel J. Candès , Lihua Lei , Zhimei Ren

In this article, we establish Hoeffding's inequality for bounded Lipschitz functions of a class of not necessarily irreducible Markov models. The result complements the existing literature on this topic where Hoeffding's inequality for…

Probability · Mathematics 2021-11-30 Nikola Sandric , Stjepan Sebek

We revisit the estimation of the extreme value index for randomly censored data from a heavy tailed distribution. We introduce a new class of estimators which encompasses earlier proposals given in Worms and Worms (2014) and Beirlant et al.…

Statistics Theory · Mathematics 2018-04-19 Jan Beirlant , Julien Worms , Rym Worms

The imbalanced data classification remains a vital problem. The key is to find such methods that classify both the minority and majority class correctly. The paper presents the classifier ensemble for classifying binary, non-stationary and…

Computer Vision and Pattern Recognition · Computer Science 2021-02-02 Joanna Grzyb , Jakub Klikowski , Michał Woźniak

We derive new Hanson-Wright-type inequalities tailored to the quadratic forms of random vectors with sparse independent components. Specifically, we consider cases where the components of the random vector are sparse $\alpha$-subexponential…

Probability · Mathematics 2026-01-26 Yiyun He , Ke Wang , Yizhe Zhu

We consider linear transformation models applied to right censored survival data with a change-point based on a covariate threshold. We establish consistency and weak convergence of the nonparametric maximum lieklihood estimators. The…

Statistics Theory · Mathematics 2007-06-13 Michael R. Kosorok , Rui Song

Bipartite incidence graph sampling provides a unified representation of many sampling situations for the purpose of estimation, including the existing unconventional sampling methods, such as indirect, network or adaptive cluster sampling,…

Statistics Theory · Mathematics 2020-04-10 Martina Patone , Li-Chun Zhang

In this paper, we introduce a doubly doubly robust estimator for the average and heterogeneous treatment effect for left-truncated-right-censored (LTRC) survival data. In causal inference for survival functions in LTRC survival data, two…

General Economics · Economics 2024-09-04 Guanghui Pan

Statistical inference can be performed by minimizing, over the parameter space, the Wasserstein distance between model distributions and the empirical distribution of the data. We study asymptotic properties of such minimum Wasserstein…

Methodology · Statistics 2019-05-13 Espen Bernton , Pierre E. Jacob , Mathieu Gerber , Christian P. Robert

This paper is devoted to establishing exponential bounds for the probabilities of deviation of a sample sum from its expectation, when the variables involved in the summation are obtained by sampling in a finite population according to a…

Statistics Theory · Mathematics 2016-10-13 Patrice Bertail , Stephan Clémençon

We introduce a kernel estimator, to the tail index of a right-censored Pareto-type distribution, that generalizes Worms's one (Worms and Worms, 2014)in terms of weight coefficients. Under some regularity conditions, the asymptotic normality…

Statistics Theory · Mathematics 2021-10-15 Abdelhakim Necir , Louiza Soltane

In this paper we address the challenges posed by non-proportional hazards and informative censoring, offering a path toward more meaningful causal inference conclusions. We start from the marginal structural Cox model, which has been widely…

Methodology · Statistics 2023-11-15 Jiyu Luo , Denise Rava , Jelena Bradic , Ronghui Xu

Inverse probability of treatment weighting (IPTW) is widely used to estimate causal effects, but guidance is limited for count exposures. It is also unclear how IPTW performs when combined with multiple imputation in this context. In this…

Methodology · Statistics 2026-03-26 Martin N. Danka , Jessica K. Bone , George B. Ploubidis , Richard J. Silverwood

Adaptive experiment designs can dramatically improve statistical efficiency in randomized trials, but they also complicate statistical inference. For example, it is now well known that the sample mean is biased in adaptive trials.…

Machine Learning · Statistics 2021-02-16 Vitor Hadad , David A. Hirshberg , Ruohan Zhan , Stefan Wager , Susan Athey

Reliable uncertainty quantification is essential in survival prediction, particularly in clinical settings where erroneous decisions carry high risk. Conformal prediction has attracted substantial attention as it offers a model-agnostic…

Methodology · Statistics 2025-12-04 Jaeyoung Shin , Chi Hyun Lee , Sangwook Kang

In many public health problems, an important goal is to identify the effect of some treatment/intervention on the risk of failure for the whole population. A marginal proportional hazards regression model is often used to analyze such an…

Statistics Theory · Mathematics 2007-06-13 Donglin Zeng

We consider kernel smoothed Grenander-type estimators for a monotone hazard rate and a monotone density in the presence of randomly right censored data. We show that they converge at rate $n^{2/5}$ and that the limit distribution at a fixed…

Statistics Theory · Mathematics 2018-05-18 Hendrik P. Lopuhaä , Eni Musta

Concentration inequalities are indispensable tools for studying the generalization capacity of learning models. Hoeffding's and McDiarmid's inequalities are commonly used, giving bounds independent of the data distribution. Although this…

Machine Learning · Statistics 2017-02-21 Xinxing Wu , Junping Zhang

This paper develops robust confidence intervals in high-dimensional and left-censored regression. Type-I censored regression models are extremely common in practice, where a competing event makes the variable of interest unobservable.…

Statistics Theory · Mathematics 2017-08-16 Jelena Bradic , Jiaqi Guo
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