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We study the problem of identifying change points in high-dimensional generalized linear models, and propose an approach based on sample-weighted empirical risk minimization. Our method, Weighted ERM, encodes priors on the change points via…

Methodology · Statistics 2026-04-14 Gabriel Arpino , Ramji Venkataramanan

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

We propose a semiparametric framework for causal inference with right-censored survival outcomes and many weak invalid instruments, motivated by Mendelian randomization in biobank studies where classical methods may fail. We adopt an…

Methodology · Statistics 2025-10-06 Qiushi Bu , Wen Su , Xingqiu Zhao , Zhonghua Liu

Survival analysis is a fundamental area of focus in biomedical research, particularly in the context of personalized medicine. This prominence is due to the increasing prevalence of large and high-dimensional datasets, such as omics and…

Machine Learning · Statistics 2024-08-23 Carlos García Meixide , Marcos Matabuena , Louis Abraham , Michael R. Kosorok

Evaluating the performance of a prediction model is a common task in medical statistics. Standard accuracy metrics require the observation of the true outcomes. This is typically not possible in the setting with time-to-event outcomes due…

Methodology · Statistics 2025-07-18 Zhenwei Yang , Dimitris Rizopoulos , Lisa F. Newcomb , Nicole S. Erler

In this paper, we establish uniform-in-bandwidth limit laws of the logarithm for nonparametric Inverse Probability of Censoring Weighted (I.P.C.W.) estimators of the multivariate regression function under random censorship. A similar result…

Statistics Theory · Mathematics 2007-09-14 Bertrand Maillot , Vivian Viallon

Censored data, where the event time is partially observed, are challenging for survival probability estimation. In this paper, we introduce a novel nonparametric fiducial approach to interval-censored data, including right-censored, current…

Methodology · Statistics 2021-11-30 Yifan Cui , Jan Hannig , Michael Kosorok

A hybrid censoring scheme is a mixture of Type-I and Type-II censoring schemes. We study the estimation of parameters of weighted exponential distribution based on Type-II hybrid censored data. By applying EM algorithm, maximum likelihood…

Statistics Theory · Mathematics 2012-03-02 Akram Kohansal , Saeid Rezakhah

We address the weighting problem in voluntary samples under a nonignorable sample selection model. Under the assumption that the sample selection model is correctly specified, we can compute a consistent estimator of the model parameter and…

Methodology · Statistics 2023-05-12 Jae Kwang Kim , Kosuke Morikawa

De-biased lasso has emerged as a popular tool to draw statistical inference for high-dimensional regression models. However, simulations indicate that for generalized linear models (GLMs), de-biased lasso inadequately removes biases and…

Methodology · Statistics 2020-06-24 Lu Xia , Bin Nan , Yi Li

Kaplan-Meier and Nelson-Aalen integral estimators to the tail index of right-censored Pareto-type data traditionally rely on the assumption that the proportion p of upper uncensored observations exceeds one-half, corresponding to weak…

Statistics Theory · Mathematics 2025-08-14 Abdelhakim Necir , Nour Elhouda Guesmia , Djamel Meraghni

Time-to-event endpoints are frequently used as outcomes in oncology and other disease areas where the outcome of interest may not be observed within a predetermined period. Although many analytical methods address the challenges of…

Methodology · Statistics 2026-04-14 Chen-Yen Lin , Susan Halabi , Taehwa Choi

Linear regression is arguably the most prominent among statistical inference methods, popular both for its simplicity as well as its broad applicability. On par with data-intensive applications, the sheer size of linear regression problems…

Applications · Statistics 2016-06-29 Dimitris Berberidis , Vassilis Kekatos , Georgios B. Giannakis

Cross validation is commonly used for selecting tuning parameters in penalized regression, but its use in penalized Cox regression models has received relatively little attention in the literature. Due to its partial likelihood…

Methodology · Statistics 2026-05-13 Biyue Dai , Patrick Breheny

In this paper, we study the behavior of a kernel estimator of the regression function in the right censored model with $\alpha$-mixing data . The uniform strong consistency over a real compact set of the estimate is established along with a…

Statistics Theory · Mathematics 2008-02-21 Zohra Guessoum , Elias Ould-Saïd

In recent years, censored quantile regression has enjoyed an increasing popularity for survival analysis while many existing works rely on linearity assumptions. In this work, we propose a Global Censored Quantile Random Forest (GCQRF) for…

Machine Learning · Statistics 2024-10-17 Siyu Zhou , Limin Peng

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

Despite its drawbacks, the complete case analysis is commonly used in regression models with missing covariates. Understanding when implementing complete cases will lead to consistent parameter estimation is vital before use. Here, our aim…

Methodology · Statistics 2024-08-21 Marissa C. Ashner , Tanya P. Garcia

Left censoring can occur with relative frequency when analysing recurrent events in epidemiological studies, especially observational ones. Concretely, the inclusion of individuals that were already at risk before the effective initiation…

Methodology · Statistics 2021-02-24 Gilma Hernández-Herrera , David Moriña , Albert Navarro

High-dimensional linear and nonlinear models have been extensively used to identify associations between response and explanatory variables. The variable selection problem is commonly of interest in the presence of massive and complex data.…

Methodology · Statistics 2017-08-10 Vitara Pungpapong , Min Zhang , Dabao Zhang
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