Related papers: A Modern Theory for High-dimensional Cox Regressio…
Purpose: The application of Cox Proportional Hazards (CoxPH) models to survival data and the derivation of Hazard Ratio (HR) is well established. While nonlinear, tree-based Machine Learning (ML) models have been developed and applied to…
We suggest an iterative approach to computing K-step maximum likelihood estimates (MLE) of the parametric components in semiparametric models based on their profile likelihoods. The higher order convergence rate of K-step MLE mainly depends…
Nonparametric regression problems with qualitative constraints such as monotonicity or convexity are ubiquitous in applications. For example, in predicting the yield of a factory in terms of the number of labor hours, the monotonicity of…
This paper introduces the Trimmed Functional Empirical Process (TFEP) as a robust framework for statistical inference when dealing with heavy-tailed or skewed distributions, where classical moments such as the mean or variance may be…
In this study, we address the challenge of survival analysis within heterogeneous patient populations, where traditional reliance on a single regression model such as the Cox proportional hazards (Cox PH) model often falls short.…
In this paper, we study large losses arising from defaults of a credit portfolio. We assume that the portfolio dependence structure is modelled by the Archimedean copula family as opposed to the widely used Gaussian copula. The resulting…
The density ratio model (DRM) provides a flexible and useful platform for combining information from multiple sources. In this paper, we consider statistical inference under two-sample DRMs with additional parameters defined through and/or…
Random-effects models are frequently used to synthesise information from different studies in meta-analysis. While likelihood-based inference is attractive both in terms of limiting properties and of implementation, its application in…
This paper deals with a situation when one is interested in the dependence structure of a multidimensional response variable in the presence of a multivariate covariate. It is assumed that the covariate affects only the marginal…
High dimensionality comparable to sample size is common in many statistical problems. We examine covariance matrix estimation in the asymptotic framework that the dimensionality $p$ tends to $\infty$ as the sample size $n$ increases.…
We consider linear regression in the high-dimensional regime where the number of observations $n$ is smaller than the number of parameters $p$. A very successful approach in this setting uses $\ell_1$-penalized least squares (a.k.a. the…
Massive sized survival datasets are becoming increasingly prevalent with the development of the healthcare industry. Such datasets pose computational challenges unprecedented in traditional survival analysis use-cases. A popular way for…
It is standard practice for covariates to enter a parametric model through a single distributional parameter of interest, for example, the scale parameter in many standard survival models. Indeed, the well-known proportional hazards model…
A non parametric method based on the empirical likelihood is proposed for detecting the change in the coefficients of high-dimensional linear model where the number of model variables may increase as the sample size increases. This amounts…
Latent class analysis (LCA) is a useful tool to investigate the heterogeneity of a disease population with time-to-event data. We propose a new method based on non-parametric maximum likelihood estimator (NPMLE), which facilitates…
Let $\alpha_n(\cdot)=P\bigl(X_{n+1}\in\cdot\mid X_1,\ldots,X_n\bigr)$ be the predictive distributions of a sequence $(X_1,X_2,\ldots)$ of $p$-dimensional random vectors. Suppose $$\alpha_n= \mathcal{N} _p (M_n,Q_n)$$ where…
The popularity of penalized regression in high-dimensional data analysis has led to a demand for new inferential tools for these models. False discovery rate control is widely used in high-dimensional hypothesis testing, but has only…
In this paper, we develop asymptotic theories for a class of latent variable models for large-scale multi-relational networks. In particular, we establish consistency results and asymptotic error bounds for the (penalized) maximum…
Survival analysis is an important research topic with applications in healthcare, business, and manufacturing. One essential tool in this area is the Cox proportional hazards (CPH) model, which is widely used for its interpretability,…
This paper discusses asymptotic distributions of various estimators of the underlying parameters in some regression models with long memory (LM) Gaussian design and nonparametric heteroscedastic LM moving average errors. In the simple…