Related papers: Hoeffding-Type and Bernstein-Type Inequalities for…
Marginal structural models (MSMs) with inverse probability weighting offer an approach to estimating causal effects of treatment sequences on repeated outcome measures in the presence of time-varying confounding and dependent censoring.…
We derive explicit Bernstein-type and Bennett-type concentration inequalities for matrix-valued martingale processes with unbounded observations from the Hermitian space $\mathbb{H}(d)$. Specifically, we assume that the…
In this paper, we propose two variable selection methods for adjusting the censoring information for survival times, such as the restricted mean survival time. To adjust for the influence of censoring, we consider an inverse survival…
In a longitudinal study, measures of key variables might be incomplete or partially recorded due to drop-out, loss to follow-up, or early termination of the study occurring before the advent of the event of interest. In this paper, we focus…
While the inverse probability of treatment weighting (IPTW) is a commonly used approach for treatment comparisons in observational data, the resulting estimates may be subject to bias and excessively large variance when there is lack of…
The development of coherent missing data models to account for nonmonotone missing at random (MAR) data by inverse probability weighting (IPW) remains to date largely unresolved. As a consequence, IPW has essentially been restricted for use…
In this article, we propose some new generalizations of M-estimation procedures for single-index regression models in presence of randomly right-censored responses. We derive consistency and asymptotic normality of our estimates. The…
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…
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…
We consider linear regression model estimation where the covariate of interest is randomly censored. Under a non-informative censoring mechanism, one may obtain valid estimates by deleting censored observations. However, this comes at a…
Various assumptions on a right-censoring mechanism to ensure consistency of the Kaplan--Meier and Aalen--Johansen estimators in a competing risks setting are studied. Specifically, eight different assumptions are seen to fall in two…
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…
The Mann-Whitney effect is an intuitive measure for discriminating two survival distributions. Here we analyze various inference techniques for this parameter in a two-sample survival setting with independent right-censoring, where the…
The analysis of a truncated sample can be hindered by censoring. Survival information may be lost to follow-up or the birthdate may be missing. The data can still be modeled as a truncated point process and it is close to a Poisson process,…
In Huntington's disease research, a current goal is to understand how symptoms change prior to a clinical diagnosis. Statistically, this entails modeling symptom severity as a function of the covariate 'time until diagnosis', which is often…
In this article we present a Bernstein inequality for sums of random variables which are defined on a graphical network whose nodes grow at an exponential rate. The inequality can be used to derive concentration inequalities in…
Estimation of the extreme value index under right censoring is a fundamental problem in extreme value theory, with important applications in finance, insurance, and reliability. Classical integral estimators for Pareto-type tails typically…
Concentration inequalities quantify the deviation of a random variable from a fixed value. In spite of numerous applications, such as opinion surveys or ecological counting procedures, few concentration results are known for the setting of…
The restricted mean survival time is a clinically easy-to-interpret measure that does not require any assumption of proportional hazards. We focus on two ways to directly model the survival time and adjust the covariates. One is to…
Inverse propensity-score weighted (IPW) estimators are prevalent in causal inference for estimating average treatment effects in observational studies. Under unconfoundedness, given accurate propensity scores and $n$ samples, the size of…