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Applications of structural equation models (SEMs) are often restricted to linear associations between variables. Maximum likelihood (ML) estimation in non-linear models may be complex and require numerical integration. Furthermore, ML…

Methodology · Statistics 2019-03-15 Klaus Kähler Holst , Esben Budtz-Jørgensen

Asymptotic efficiency of targeted maximum likelihood estimators (TMLE) of target features of the data distribution relies on a a second order remainder being asymptotically negligible. In previous work we proposed a nonparametric MLE termed…

Statistics Theory · Mathematics 2021-07-02 Mark van der Laan , Zeyi Wang , Lars van der Laan

This study focuses on the estimation of the Emax dose-response model, a widely utilized framework in clinical trials, agriculture, and environmental experiments. Existing challenges in obtaining maximum likelihood estimates (MLE) for model…

Methodology · Statistics 2025-06-11 Giacomo Aletti , Nancy Flournoy , Caterina May , Chiara Tommasi

Objectives: Highly flexible nonparametric estimators have gained popularity in causal inference and epidemiology. Popular examples of such estimators include targeted maximum likelihood estimators (TMLE) and double machine learning (DML).…

Methodology · Statistics 2024-08-20 Hongxiang Qiu

We show that the maximum likelihood estimator (MLE) is an effective tool for mitigating non-flow effects in flow analysis. To this end, one constructs two toy models that simulate non-flow contributions corresponding to particle decay and…

Random-effects models are frequently used to synthesise information from different studies in meta-analysis. While likelihood-based inference is attractive both in terms of limiting properties and of implementation, its application in…

Methodology · Statistics 2018-02-16 Ioannis Kosmidis , Annamaria Guolo , Cristiano Varin

The question of selecting the "best" amongst different choices is a common problem in statistics. In drug development, our motivating setting, the question becomes, for example: what is the dose that gives me a pre-specified risk of…

Statistics Theory · Mathematics 2018-03-15 Pavel Mozgunov , Thomas Jaki

This paper studies parameter estimation using L-moments, an alternative to traditional moments with attractive statistical properties. The estimation of model parameters by matching sample L-moments is known to outperform maximum likelihood…

Methodology · Statistics 2026-01-28 Luis Alvarez , Chang Chiann , Pedro Morettin

We propose a new method for the Maximum Likelihood Estimator (MLE) of nonlinear mixed effects models when the variance matrix of Gaussian random effects has a prescribed pattern of zeros (PPZ). The method consists in coupling the recently…

Methodology · Statistics 2009-02-11 Djalil Chafai , Didier Concordet

The conventional more-is-better dose selection paradigm, which targets the maximum tolerated dose (MTD), is not suitable for the development of targeted therapies and immunotherapies as the efficacy of these novel therapies may not increase…

Methodology · Statistics 2023-08-31 Peng Yang , Daniel Li , Ruitao Lin , Bo Huang , Ying Yuan

Adaptive designs have been proposed for clinical trials in which the nuisance parameters or alternative of interest are unknown or likely to be misspecified before the trial. Whereas most previous works on adaptive designs and mid-course…

Methodology · Statistics 2011-05-18 Jay Bartroff , Tze Leung Lai

Adaptive sample size re-estimation, early stopping, and trial re-design at interim analyses can reduce expected sample sizes in randomised trials. Cluster randomised trials, in which groups of participants are randomly allocated to…

Methodology · Statistics 2026-03-09 Samuel I. Watson , James Martin

Maximum Likelihood Estimators (MLE) has many good properties. For example, the asymptotic variance of MLE solution attains equality of the asymptotic Cram{\'e}r-Rao lower bound (efficiency bound), which is the minimum possible variance for…

Machine Learning · Statistics 2019-11-05 Song Liu , Takafumi Kanamori , Wittawat Jitkrittum , Yu Chen

In making inference on the relation between failure and exposure histories in the Cox semiparametric model, the maximum partial likelihood estimator (MPLE) of the finite dimensional odds parameter, and the Breslow estimator of the baseline…

Statistics Theory · Mathematics 2009-06-12 Larry Goldstein , Haimeng Zhang

Logistic regression is a classical model for describing the probabilistic dependence of binary responses to multivariate covariates. We consider the predictive performance of the maximum likelihood estimator (MLE) for logistic regression,…

Statistics Theory · Mathematics 2026-02-20 Hugo Chardon , Matthieu Lerasle , Jaouad Mourtada

We study nonparametric estimation for current status data with competing risks. Our main interest is in the nonparametric maximum likelihood estimator (MLE), and for comparison we also consider a simpler ``naive estimator.'' Groeneboom,…

Statistics Theory · Mathematics 2008-06-20 Piet Groeneboom , Marloes H. Maathuis , Jon A. Wellner

Linear Mixed Effects (LME) models have been widely applied in clustered data analysis in many areas including marketing research, clinical trials, and biomedical studies. Inference can be conducted using maximum likelihood approach if…

Methodology · Statistics 2022-11-10 Hao Chen , Lanshan Han , Alvin Lim

The density ratio model (DRM) provides a flexible and useful platform for combining information from multiple sources. In this paper, we consider statistical inference under two-sample DRMs with additional parameters defined through and/or…

Statistics Theory · Mathematics 2021-03-01 Meng Yuan , Pengfei Li , Changbao Wu

Classically, Fisher information is the relevant object in defining optimal experimental designs. However, for models that lack certain regularity, the Fisher information does not exist and, hence, there is no notion of design optimality…

Statistics Theory · Mathematics 2019-12-04 Yi Lin , Ryan Martin , Min Yang

Machine learning models have exhibited exceptional results in various domains. The most prevalent approach for learning is the empirical risk minimizer (ERM), which adapts the model's weights to reduce the loss on a training set and…

Machine Learning · Computer Science 2024-12-11 Koby Bibas