Related papers: A single risk approach to the semiparametric copul…
This paper studies the binary classification of two distributions with the same Gaussian copula in high dimensions. Under this semiparametric Gaussian copula setting, we derive an accurate semiparametric estimator of the log density ratio,…
Multi-type Markov point processes offer a flexible framework for modelling complex multi-type point patterns where it is pertinent to capture both interactions between points as well as large scale trends depending on observed covariates.…
The study of survival data often requires taking proper care of the censoring mechanism that prohibits complete observation of the data. Under right censoring, only the first occurring event is observed: either the event of interest, or a…
In this work, we consider a multivariate regression model with one-sided errors. We assume for the regression function to lie in a general H\"{o}lder class and estimate it via a nonparametric local polynomial approach that consists of…
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…
We address causal estimation in semi-competing risks settings, where a non-terminal event may be precluded by one or more terminal events. We define a principal-stratification causal estimand for treatment effects on the non-terminal event,…
In this paper, we study a generalization of the two-groups model in the presence of covariates --- a problem that has recently received much attention in the statistical literature due to its applicability in multiple hypotheses testing…
The semiparametric accelerated failure time model is not as widely used as the Cox relative risk model mainly due to computational difficulties. Recent developments in least squares estimation and induced smoothing estimating equations…
We consider a competing risks model, in which system failures are due to one out of two mutually exclusive causes, formulated within the framework of shock models driven by bivariate Poisson process. We obtain the failure densities and the…
Semiparametric regression offers a flexible framework for modeling non-linear relationships between a response and covariates. A prime example are generalized additive models where splines (say) are used to approximate non-linear functional…
We find that the CAPM fails to explain the small firm effect even if its non-parametric form is used which allows time-varying risk and non-linearity in the pricing function. Furthermore, the linearity of the CAPM can be rejected, thus the…
In this paper, we propose a new semiparametric regression estimator by using a hybrid technique of a parametric approach and a nonparametric penalized spline method. The overall shape of the true regression function is captured by the…
We propose nonparametric identification and semiparametric estimation of joint potential outcome distributions in the presence of confounding. First, in settings with observed confounding, we derive tighter, covariate-informed bounds on the…
Regression method has been widely used to explore relationship between dependent and independent variables. In practice, data issues such as censoring and missing data often exist. When the response variable is (fixed) censored, Tobit…
We study semiparametric varying-coefficient partially linear models when some linear covariates are not observed, but ancillary variables are available. Semiparametric profile least-square based estimation procedures are developed for…
We consider a log-linear model for survival data, where both the location and scale parameters depend on covariates and the baseline hazard function is completely unspecified. This model provides the flexibility needed to capture many…
Compartmental epidemic models have been widely used for predicting the course of epidemics, from estimating the basic reproduction number to guiding intervention policies. Studies commonly acknowledge these models' assumptions but less…
The methodological advancements made in the field of joint models are numerous. None the less, the case of competing risks joint models have largely been neglected, especially from a practitioner's point of view. In the relevant works on…
Often of primary interest in the analysis of multivariate data are the copula parameters describing the dependence among the variables, rather than the univariate marginal distributions. Since the ranks of a multivariate dataset are…
Prognostic models in survival analysis are aimed at understanding the relationship between patients' covariates and the distribution of survival time. Traditionally, semi-parametric models, such as the Cox model, have been assumed. These…