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A number of models for generating statistical data in various fields of insurance, including life insurance, pensions, and general insurance have been considered. It is shown that the insurance statistics data, as a rule, are truncated and…

Methodology · Statistics 2019-04-16 Valery Baskakov , Anna Bartunova

Databases derived from electronic health records (EHRs) are commonly subject to left truncation, a type of selection bias induced due to patients needing to survive long enough to satisfy certain entry criteria. Standard methods to adjust…

Methodology · Statistics 2022-03-01 Arjun Sondhi

Recently, authors have studied inequalities involving expectations of selected functions viz. failure rate, mean residual life, aging intensity function and log-odds rate which are defined for left truncated random variables in reliability…

Statistics Theory · Mathematics 2016-04-27 Chanchal Kundu , Amit Ghosh

This paper focuses on nonparametric statistical inference of the hazard rate function of discrete distributions based on $\delta$-record data. We derive the explicit expression of the maximum likelihood estimator and determine its exact…

Statistics Theory · Mathematics 2025-04-03 Martín Alcalde , Miguel Lafuente , F. Javier López , Lina Maldonado , Gerardo Sanz

In prevalent cohort studies with follow-up, the time-to-event outcome is subject to left truncation leading to selection bias. For estimation of the distribution of time-to-event, conventional methods adjusting for left truncation tend to…

Methodology · Statistics 2025-12-29 Yuyao Wang , Andrew Ying , Ronghui Xu

Analysis of survival data with biased samples caused by left-truncation or length-biased sampling has received extensive interest. Many inference methods have been developed for various survival models. These methods, however, break down…

Statistics Theory · Mathematics 2018-12-31 Li-Pang Chen

With double-truncated lifespans, we test the hypothesis of a parametric distribution family for the lifespan. The typical finding from demography is an instationary behaviour of the life expectancy, and a copula models the resulting weak…

Methodology · Statistics 2025-10-14 Anne-Marie Toparkus , Rafael Weissbach

The conditional survival function of a time-to-event outcome subject to censoring and truncation is a common target of estimation in survival analysis. This parameter may be of scientific interest and also often appears as a nuisance in…

Methodology · Statistics 2024-08-20 Charles J. Wolock , Peter B. Gilbert , Noah Simon , Marco Carone

For a sample of Exponentially distributed durations we aim at point estimation and a confidence interval for its parameter. A duration is only observed if it has ended within a certain time interval, determined by a Uniform distribution.…

Methodology · Statistics 2021-10-19 Rafael Weißbach , Dominik Wied

In studies on lifetimes, occasionally, the population contains statistical units that are born before the data collection has started. Left-truncated are units that deceased before this start. For all other units, the age at the study start…

Methodology · Statistics 2024-06-04 Anne-Marie Toparkus , Rafael Weißbach

The limitations resulting from the dichtomisation of continuous outcomes have been extensively described. But the need to present results based on binary outcomes in particular in health science remains. Alternatives based on the…

Methodology · Statistics 2025-01-15 Odile Sauzet

We present a novel approach to estimating discrete distributions with (potentially) infinite support in the total variation metric. In a departure from the established paradigm, we make no structural assumptions whatsoever on the sampling…

Statistics Theory · Mathematics 2020-10-16 Doron Cohen , Aryeh Kontorovich , Geoffrey Wolfer

Our model for the lifespan of an enterprise is the geometric distribution. We do not formulate a model for enterprise foundation, but assume that foundations and lifespans are independent. We aim to fit the model to information about…

Methodology · Statistics 2026-03-16 Eric Scholz , Rafael Weißbach

We study random design linear regression with no assumptions on the distribution of the covariates and with a heavy-tailed response variable. In this distribution-free regression setting, we show that boundedness of the conditional second…

Statistics Theory · Mathematics 2022-02-25 Jaouad Mourtada , Tomas Vaškevičius , Nikita Zhivotovskiy

Accurate modeling of operational risk is important for a bank and the finance industry as a whole to prepare for potentially catastrophic losses. One approach to modeling operational is the loss distribution approach, which requires a bank…

Risk Management · Quantitative Finance 2021-07-09 Daniel Hadley , Harry Joe , Natalia Nolde

Edge-exchangeable probabilistic network models generate edges as an i.i.d.~sequence from a discrete measure, providing a simple means for statistical inference of latent network properties. The measure is often constructed using the…

Statistics Theory · Mathematics 2021-09-15 Xinglong Li , Trevor Campbell

Under left truncation, data $(X_i,Y_i)$ are observed only when $Y_i\le X_i$. Usually, the distribution function $F$ of the $X_i$ is the target of interest. In this paper, we study linear functionals $\int\varphi \mathrm{d}F_n$ of the…

Statistics Theory · Mathematics 2008-10-23 Winfried Stute , Jane-Ling Wang

Weighted empirical risk minimization is a common approach to prediction under distribution drift. This article studies its out-of-sample prediction error under nonstationarity. We provide a general decomposition of the excess risk into a…

Machine Learning · Statistics 2026-05-19 Tobias Brock , Thomas Nagler

We introduce a consistent estimator of the extreme value index under random truncation based on a single sample fraction of top observations from truncated and truncation data. We establish the asymptotic normality of the proposed estimator…

Statistics Theory · Mathematics 2015-03-02 S. Benchaira , D. Meraghni , A. Necir

Left-truncated survival data commonly arise in prevalent cohort studies, where only individuals who have experienced disease onset and survived until enrollment in the study. When the onset process follows a stationary Poisson process, the…

Methodology · Statistics 2025-12-23 Jinwoo Lee , Donghwan Lee , Hyunwoo Lee , Jiyu Sun
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