Related papers: Estimating a distribution function for discrete da…
Many practical problems are related to the pointwise estimation of dis- tribution functions when data contains measurement errors. Motivation for these problems comes from diverse fields such as astronomy, reliability, quality control,…
Most work in neural networks focuses on estimating the conditional mean of a continuous response variable given a set of covariates.In this article, we consider estimating the conditional distribution function using neural networks for both…
In this article, we construct semiparametrically efficient estimators of linear functionals of a probability measure in the presence of side information using an easy empirical likelihood approach. We use estimated constraint functions and…
Many structural econometric models include latent variables on whose probability distributions one may wish to place minimal restrictions. Leading examples in panel data models are individual-specific variables sometimes treated as "fixed…
Parameter estimation is a foundational step in statistical modeling, enabling us to extract knowledge from data and apply it effectively. Bayesian estimation of parameters incorporates prior beliefs with observed data to infer distribution…
Many forecasting applications have a limited distributed target variable, which is zero for most observations and positive for the remaining observations. In the econometrics literature, there is much research about statistical model…
The analysis left truncated and right censored data is very common in survival and reliability analysis. In lifetime studies patients often subject to left truncation in addition to right censoring. For example, in bone marrow transplant…
Cohort studies of the onset of a disease often encounter left-truncation on the event time of interest in addition to right-censoring due to variable enrollment times of study participants. Analysis of such event time data can be biased if…
This article considers exponential families of truncated multivariate normal distributions with one-sided truncation for some or all coordinates. We observe that if all components are one-sided truncated then this family is not full. The…
Diffusion in a linear potential in the presence of position-dependent killing is used to mimic a default process. Different assumptions regarding transport coefficients, initial conditions, and elasticity of the killing measure lead to…
Left truncated and right censored data are encountered frequently in insurance loss data due to deductibles and policy limits. Risk estimation is an important task in insurance as it is a necessary step for determining premiums under…
In reliability theory and survival analysis, the residual entropy is known as a measure suitable to describe the dynamic information content in stochastic systems conditional on survival. Aiming to analyze the variability of such…
The expected signature uniquely determines the law of a random rough path under a moment-growth condition, yet finite-sample bounds for estimating it from a single long dependent trajectory have been lacking. We study a stationary…
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…
We derive a novel variational expectation maximization approach based on truncated posterior distributions. Truncated distributions are proportional to exact posteriors within subsets of a discrete state space and equal zero otherwise. The…
This paper considers general term structure models like the ones appearing in portfolio credit risk modelling or life insurance. We give a general model starting from families of forward rates driven by infinitely many Brownian motions and…
We consider the estimation of a structural function which models a non-parametric relationship between a response and an endogenous regressor given an instrument in presence of dependence in the data generating process. Assuming an…
Generating function equation has been derived for the probability distribution of the number of nodes with $k \ge 0$ outgoing lines in randomly evolving special trees. The stochastic properties of end-nodes (k=0) have been analyzed, and it…
Determining whether an unknown distribution matches a known reference is a cornerstone problem in distributional analysis. While classical results establish a rigorous framework in the case of distributions over finite domains, real-world…
In prevalent cohort studies with delayed entry, time-to-event outcomes are often subject to left truncation where only subjects that have not experienced the event at study entry are included, leading to selection bias. Existing methods for…