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We consider identification and estimation of nonseparable sample selection models with censored selection rules. We employ a control function approach and discuss different objects of interest based on (1) local effects conditional on the…

Econometrics · Economics 2020-10-01 Iván Fernández-Val , Aico van Vuuren , Francis Vella

A major obstacle to building models for effective semantic segmentation, and particularly video semantic segmentation, is a lack of large and well annotated datasets. This bottleneck is particularly prohibitive in highly specialized and…

Given the long follow-up periods that are often required for treatment or intervention studies, the potential to use surrogate markers to decrease the required follow-up time is a very attractive goal. However, previous studies have shown…

Methodology · Statistics 2016-08-12 Layla Parast , Tianxi Cai , Lu Tian

Outlying observations, which significantly deviate from other measurements, may distort the conclusions of data analysis. Therefore, identifying outliers is one of the important problems that should be solved to obtain reliable results.…

Computation · Statistics 2014-05-01 Soo-Heang Eo , Seung-Mo Hong , HyungJun Cho

There is a surge in medical follow-up studies that include longitudinal covariates in the modeling of survival data. So far, the focus has been largely on right-censored survival data. We consider survival data that are subject to both left…

Statistics Theory · Mathematics 2012-09-25 Yu-Ru Su , Jane-Ling Wang

Prevalent cohort sampling is commonly used to study the natural history of a disease when the disease is rare or it usually takes a long time to observe the failure event. It is known, however, that the collected sample in this situation is…

Methodology · Statistics 2022-09-05 Omidali Aghababaei Jazi

We propose a method to quantify uncertainty around individual survival distribution estimates using right-censored data, compatible with any survival model. Unlike classical confidence intervals, the survival bands produced by this method…

Methodology · Statistics 2025-12-18 Matteo Sesia , Vladimir Svetnik

This paper considers estimation and inference about tail features when the observations beyond some threshold are censored. We first show that ignoring such tail censoring could lead to substantial bias and size distortion, even if the…

Econometrics · Economics 2020-02-25 Yulong Wang , Zhijie Xiao

The distribution-free method of conformal prediction (Vovk et al, 2005) has gained considerable attention in computer science, machine learning, and statistics. Candes et al. (2023) extended this method to right-censored survival data,…

Methodology · Statistics 2025-06-04 Jing Qin , Jin Piao , Jing Ning , Yu Shen

Many economic applications including optimal pricing and inventory management requires prediction of demand based on sales data and estimation of sales reaction to a price change. There is a wide range of econometric approaches which are…

Machine Learning · Computer Science 2018-10-23 Evgeniy M. Ozhegov , Daria Teterina

Regression method has been widely used to explore relationship between dependent and independent variables. In practice, data issues such as censoring and missing data often exist. When the response variable is (fixed) censored, Tobit…

Methodology · Statistics 2021-07-06 Hailin Huang

We consider quantile regression processes from censored data under dependent data structures and derive a uniform Bahadur representation for those processes. We also consider cases where the dimension of the parameter in the quantile…

Statistics Theory · Mathematics 2013-06-14 Stanislav Volgushev , Jens Wagener , Holger Dette

Distributional regression aims at estimating the conditional distribution of a targetvariable given explanatory co-variates. It is a crucial tool for forecasting whena precise uncertainty quantification is required. A popular methodology…

Statistics Theory · Mathematics 2024-11-22 Clément Dombry , Ahmed Zaoui

Random survival forest and survival trees are popular models in statistics and machine learning. However, there is a lack of general understanding regarding consistency, splitting rules and influence of the censoring mechanism. In this…

Statistics Theory · Mathematics 2019-02-05 Yifan Cui , Ruoqing Zhu , Mai Zhou , Michael Kosorok

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

We develop a systematic, omnibus approach to goodness-of-fit testing for parametric distributional models when the variable of interest is only partially observed due to censoring and/or truncation. In many such designs, tests based on the…

Methodology · Statistics 2026-02-10 Juan Carlos Escanciano , Jacobo de Uña-Álvarez

It has been recently shown that nonparametric estimators of the additive regression function could be obtained in the presence of right censoring by coupling the marginal integration method with initial kernel-type Inverse Probability of…

Statistics Theory · Mathematics 2009-09-29 Mohammed Debbarh , Vivian Viallon

This work introduces a family of univariate constrained mixtures of generalized normal distributions (CMGND) where the location, scale, and shape parameters can be constrained to be equal across any subset of mixture components. An…

Methodology · Statistics 2025-06-05 Pierdomenico Duttilo , Stefano Antonio Gattone , Alfred Kume

This paper addresses the problem of identifying and estimating the causal effect of a treatment in the presence of unmeasured confounding and various types of right-censoring. Examples of these censoring mechanisms are administrative…

Statistics Theory · Mathematics 2025-03-19 Ilias Willems , Sara Rutten , Gilles Crommen , Ingrid Van Keilegom

The commonly cited rule of thumb for regression analysis, which suggests that a sample size of $n \geq 30$ is sufficient to ensure valid inferences, is frequently referenced but rarely scrutinized. This research note evaluates the lower…

Methodology · Statistics 2024-10-17 David Randahl