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In this paper, we develop a new and effective approach to nonparametric quantile regression that accommodates ultrahigh-dimensional data arising from spatio-temporal processes. This approach proves advantageous in staving off computational…

Methodology · Statistics 2024-05-27 Soudeep Deb , Claudia Neves , Subhrajyoty Roy

The COVID-19 pandemic has been characterised by multiple waves of transmission driven by interventions and emerging variants, challenging epidemic models that assume gradually evolving transmission dynamics. We propose a class of…

Applications · Statistics 2026-05-05 Patrick Aschermayr , Konstantinos Kalogeropoulos , Nikolaos Demiris

We consider a parametric modelling approach for survival data where covariates are allowed to enter the model through multiple distributional parameters, i.e., scale and shape. This is in contrast with the standard convention of having a…

Methodology · Statistics 2021-11-17 Fatima-Zahra Jaouimaa , Il Do Ha , Kevin Burke

Continuous-time multi-state survival models can be used to describe health-related processes over time. In the presence of interval-censored times for transitions between the living states, the likelihood is constructed using transition…

Methodology · Statistics 2017-03-24 Robson J. M. Machado , Ardo van den Hout

When facing multivariate covariates, general semiparametric regression techniques come at hand to propose flexible models that are unexposed to the curse of dimensionality. In this work a semiparametric copula-based estimator for…

Methodology · Statistics 2016-03-25 Mickael De Backer , Anouar El Ghouch , Ingrid Van Keilegom

In this paper, we propose a novel factor-augmented forecasting regression model with a binary response variable. We develop a maximum likelihood estimation method for the regression parameters and establish the asymptotic properties of the…

Econometrics · Economics 2025-07-23 Tingting Cheng , Jiachen Cong , Fei Liu , Xuanbin Yang

The quantile residual lifetime (QRL) regression is an attractive tool for assessing covariate effects on the distribution of residual life expectancy, which is often of interest in clinical studies. When the study subjects are exposed to…

Methodology · Statistics 2025-03-04 Tonghui Yu , Liming Xiang , Jong-Hyeon Jeong

We consider a semiparametric generalized linear model and study estimation of both marginal and quantile effects in this model. We propose an approximate maximum likelihood estimator, and rigorously establish the consistency, the asymptotic…

Methodology · Statistics 2022-04-06 Seong-ho Lee , Yanyuan Ma , Elvezio Ronchetti

This paper describes several approaches for estimating the benchmark dose (BMD) in a risk assessment study with quantal dose-response data and when there are competing model classes for the dose-response function. Strategies involving a…

Statistics Theory · Mathematics 2019-11-19 Edsel A. Pena , Wensong Wu , Walter Piegorsch , Ronald W. West , Lingling An

We define a four-parameter extended Rayleigh distribution, and obtain several mathematical properties including a stochastic representation. We construct a regression from the new distribution. The estimation is done by maximum likelihood.…

The unprecedented global crisis brought about by the COVID-19 pandemic has sparked numerous efforts to create predictive models for the detection and prognostication of SARS-CoV-2 infections with the goal of helping health systems allocate…

We introduce a general, flexible, parametric survival modelling framework which encompasses key shapes of hazard function (constant, increasing, decreasing, up-then-down, down-then-up), various common survival distributions (log-logistic,…

Methodology · Statistics 2019-01-11 Kevin Burke , M. C. Jones , Angela Noufaily

The increased availability of massive data sets provides a unique opportunity to discover subtle patterns in their distributions, but also imposes overwhelming computational challenges. To fully utilize the information contained in big…

Statistics Theory · Mathematics 2018-04-12 Stanislav Volgushev , Shih-Kang Chao , Guang Cheng

Different ways of calculating mortality ratios during epidemics have yielded very different results, particularly during the current COVID-19 pandemic. We formulate both a survival probability model and an associated infection…

Populations and Evolution · Quantitative Biology 2020-10-06 Lucas Böttcher , Mingtao Xia , Tom Chou

Quantile regression permits describing how quantiles of a scalar response variable depend on a set of predictors. Because a unique definition of multivariate quantiles is lacking, extending quantile regression to multivariate responses is…

Methodology · Statistics 2021-04-22 Silvia Columbu , Paolo Frumento , Matteo Bottai

In this paper we investigate the flexibility of matrix distributions for the modeling of mortality. Starting from a simple Gompertz law, we show how the introduction of matrix-valued parameters via inhomogeneous phase-type distributions can…

Methodology · Statistics 2022-08-03 Hansjoerg Albrecher , Martin Bladt , Mogens Bladt , Jorge Yslas

We report on an empirical study of the main strategies for quantile regression in the context of stochastic computer experiments. To ensure adequate diversity, six metamodels are presented, divided into three categories based on order…

Machine Learning · Statistics 2020-01-22 Léonard Torossian , Victor Picheny , Robert Faivre , Aurélien Garivier

We propose an estimation method for the conditional mode when the conditioning variable is high-dimensional. In the proposed method, we first estimate the conditional density by solving quantile regressions multiple times. We then estimate…

Machine Learning · Statistics 2017-12-27 Hirofumi Ohta , Satoshi Hara

The length-biased Birnbaum-Saunders distribution is both useful and practical for environmental sciences. In this paper, we initially derive some new properties for the length-biased Birnbaum-Saunders distribution, showing that one of its…

Methodology · Statistics 2020-12-29 Kessys L. P. Oliveira , Bruno S. Castro , Helton Saulo , Roberto Vila

The COVID-19 pandemic response relied heavily on statistical and machine learning models to predict key outcomes such as case prevalence and fatality rates. These predictions were instrumental in enabling timely public health interventions…