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The purpose of this paper is to construct confidence intervals for the regression coefficients in the Fine-Gray model for competing risks data with random censoring, where the number of covariates can be larger than the sample size. Despite…

Methodology · Statistics 2019-04-10 Jue Hou , Jelena Bradic , Ronghui Xu

We consider varying-coefficient models for mixed synchronous and asynchronous longitudinal covariates, where asynchronicity refers to the misalignment of longitudinal measurement times within an individual. We propose three different…

Methodology · Statistics 2023-05-30 Congmin Liu , Zhuowei Sun , Hongyuan Cao

We consider kernel estimation of marginal densities and regression functions of stationary processes. It is shown that for a wide class of time series, with proper centering and scaling, the maximum deviations of kernel density and…

Statistics Theory · Mathematics 2010-10-21 Weidong Liu , Wei Biao Wu

Interval-censored multi-state data arise in many studies of chronic diseases, where the health status of a subject can be characterized by a finite number of disease states and the transition between any two states is only known to occur…

Methodology · Statistics 2022-09-19 Yu Gu , Donglin Zeng , Gerardo Heiss , D. Y. Lin

We propose simple nonparametric estimators for mediated and time-varying dose response curves based on kernel ridge regression. By embedding Pearl's mediation formula and Robins' g-formula with kernels, we allow treatments, mediators, and…

Methodology · Statistics 2025-03-18 Rahul Singh , Liyuan Xu , Arthur Gretton

Feature screening is an important tool in analyzing ultrahigh-dimensional data, particularly in the field of Omics and oncology studies. However, most attention has been focused on identifying features that have a linear or monotonic impact…

Methodology · Statistics 2023-05-10 Yaxian Chen , KF Lam , Zhonghua Liu

We consider two nonparametric approaches to ensure that linear instrumental variables estimators satisfy the rich-covariates condition emphasized by Blandhol et al. (2025), even when the instrument is not unconditionally randomly assigned…

Econometrics · Economics 2025-07-24 Ludgero Glorias , Federico Martellosio , J. M. C. Santos Silva

In ordinary quantile regression, quantiles of different order are estimated one at a time. An alternative approach, which is referred to as quantile regression coefficients modeling (QRCM), is to model quantile regression coefficients as…

Methodology · Statistics 2020-06-02 Paolo Frumento , Matteo Bottai , Iván Fernández-Val

We propose a procedure for imputing missing values of time-dependent covariates in a survival model using fully conditional specification. Specifically, we focus on imputing missing values of a longitudinal marker in joint modeling of the…

Methodology · Statistics 2024-03-29 Havi Murad , Nirit Agay , Rachel Dankner

Survival regression aims to predict the time when an event of interest will take place, typically a death or a failure. A fully parametric method [18] is proposed to estimate the survival function as a mixture of individual parametric…

Machine Learning · Computer Science 2024-04-25 Qinxin Wang , Jiayuan Huang , Junhui Li , Jiaming Liu

This paper introduces a novel statistical regression framework that allows the incorporation of consistency constraints. A linear and nonlinear (kernel-based) formulation are introduced, and both imply closed-form analytical solutions. The…

Methodology · Statistics 2020-12-10 Emiliano Díaz , Adrián Pérez-Suay , Valero Laparra , Gustau Camps-Valls

We propose a bivariate quantile regression method for the bivariate varying coefficient model through a directional approach. The varying coefficients are approximated by the B-spline basis and an $L_{2}$ type penalty is imposed to achieve…

Methodology · Statistics 2015-11-10 Linglong Kong , Haoxu Shu , Giseon Heo , Qianchuan Chad He

We consider a joint survival and mixed-effects model to explain the survival time from longitudinal data and high-dimensional covariates in a population. The longitudinal data is modeled using a non linear mixed-effects model to account for…

Statistics Theory · Mathematics 2025-08-06 Antoine Caillebotte , Estelle Kuhn , Sarah Lemler

Many scientific problems require identifying a small set of covariates that are associated with a target response and estimating their effects. Often, these effects are nonlinear and include interactions, so linear and additive methods can…

Computation · Statistics 2022-12-02 Raj Agrawal , Tamara Broderick

Extended cure survival models enable to separate covariates that affect the probability of an event (or `long-term' survival) from those only affecting the event timing (or `short-term' survival). We propose to generalize the bounded…

Methodology · Statistics 2023-02-03 Lambert Philippe , Kreyenfeld Michaela

We consider nonparametric inference for event time distributions based on current status data. We show that in this scenario conventional mixture priors, including the popular Dirichlet process mixture prior, lead to biologically…

Methodology · Statistics 2020-09-23 Giorgio Paulon , Peter Müller , Victor G. Sal Y Rosas

Consider a random vector (X, T), where X is d-dimensional and T is one-dimensional. We suppose that the random variable T is subject to random right censoring and satisfies the $\alpha$-mixing property. The aim of this paper is to study the…

Statistics Theory · Mathematics 2019-10-07 Bouhadjera Feriel , Elias Ould Said

In this paper, we consider the problem of estimating the eigenvalues and eigenfunctions of the covariance kernel (i.e., the functional principal components) from sparse and irregularly observed longitudinal data. We approach this problem…

Methodology · Statistics 2007-10-30 Jie Peng , Debashis Paul

In this paper, nonparametric estimation of the conditional Weibull-tail coefficient when the variable of interest is right random censored is addressed. A Weissman-type estimator of conditional extreme quantile is also proposed. In…

Methodology · Statistics 2021-10-12 Justin Ushize Rutikange , Aliou Diop

This paper presents a general framework for the estimation of regression models with circular covariates, where the conditional distribution of the response given the covariate can be specified through a parametric model. The estimation of…

Methodology · Statistics 2023-06-06 María Alonso-Pena , Irène Gijbels , Rosa M. Crujeiras