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In this paper, we study a multidimensional risk model with a common renewal process and in the presence of a constant interest force. The claim sizes are independent and identically distributed random vectors, with the distribution of…

Probability · Mathematics 2025-10-24 Dimitrios G. Konstantinides , Jiajun Liu , Charalampos D. Passalidis

Prior to clinical applications, it is critical that risk prediction models are evaluated in independent studies that did not contribute to model development. While prospective cohort studies provide a natural setting for model validation,…

Methodology · Statistics 2017-10-13 Parichoy Pal Choudhury , Anil K. Chaturvedi , Nilanjan Chatterjee

We consider the complex data modeling problem motivated by the zero-inflated and overdispersed data from microbiome studies. Analyzing how microbiome abundance is associated with human biological features, such as BMI, is of great…

Methodology · Statistics 2025-03-31 Zirui Wang , Tianying Wang

This article considers a semi-supervised classification setting on a Gaussian mixture model, where the data is not labeled strictly as usual, but instead with uncertain labels. Our main aim is to compute the Bayes risk for this model. We…

Machine Learning · Statistics 2024-03-28 Victor Leger , Romain Couillet

We study the problem of estimating a functional or a parameter in the context where outcome is subject to nonignorable missingness. We completely avoid modeling the regression relation, while allowing the propensity to be modeled by a…

Methodology · Statistics 2021-08-12 Samidha Shetty , Yanyuan Ma , Jiwei Zhao

This paper provides a systematic approach to semiparametric identification that is based on statistical information as a measure of its "quality". Identification can be regular or irregular, depending on whether the Fisher information for…

Statistics Theory · Mathematics 2021-07-01 Juan Carlos Escanciano

A semi-parametric, non-linear regression model in the presence of latent variables is applied towards learning network graph structure. These latent variables can correspond to unmodeled phenomena or unmeasured agents in a complex system of…

Machine Learning · Statistics 2018-07-03 Jonathan Mei , José M. F. Moura

When employing mechanistic models to study biological phenomena, practical parameter identifiability is important for making accurate predictions across wide range of unseen scenarios, as well as for understanding the underlying mechanisms.…

Quantitative Methods · Quantitative Biology 2023-10-19 Yue Liu , Kevin Suh , Philip K. Maini , Daniel J. Cohen , Ruth E. Baker

The Cox regression, a semi-parametric method of survival analysis, is extremely popular in biomedical applications. The proportional hazards assumption is a key requirement in the Cox model. To accommodate non-proportional hazards, we…

Methodology · Statistics 2022-06-13 Alexander Begun , Elena Kulinskaya

We propose three test criteria each of which is appropriate for testing, respectively, the equivalence hypotheses of symmetry, of homogeneity, and of independence, with multivariate data. All quantities have the common feature of involving…

Methodology · Statistics 2023-11-09 Feifei Chen , Simos G. Meintanis , Lixing Zhu

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

Missing covariate data commonly occur in epidemiological and clinical research, and are often dealt with using multiple imputation (MI). Imputation of partially observed covariates is complicated if the substantive model is non-linear (e.g.…

Methodology · Statistics 2014-02-17 Jonathan W. Bartlett , Shaun R. Seaman , Ian R. White , James R. Carpenter

Semiparametric single-index assumptions are convenient and widely used dimen\-sion reduction approaches that represent a compromise between the parametric and fully nonparametric models for regressions or conditional laws. In a mean…

Statistics Theory · Mathematics 2014-10-21 Samuel Maistre , Valentin Patilea

The predictiveness curve is a valuable tool for predictive evaluation, risk stratification, and threshold selection in a target population, given a single biomarker or a prediction model. In the presence of competing risks, regression…

Methodology · Statistics 2025-08-04 Wei Tao , Jing Ning , Wen Li , Wenyaw Chan , Xi Luo , Ruosha Li

So far, one-factor copulas induce conditional independence with respect to a latent factor. In this paper, we extend one-factor copulas to conditionally dependent models. This is achieved through new representations which allow to build new…

Methodology · Statistics 2016-12-12 Nathan Uyttendaele , Gildas Mazo

We propose a novel estimation approach for a general class of semi-parametric time series models where the conditional expectation is modeled through a parametric function. The proposed class of estimators is based on a Gaussian…

Methodology · Statistics 2025-07-21 Mirko Armillotta , Paolo Gorgi

Parametric factor copula models typically work well in modeling multivariate dependencies due to their flexibility and ability to capture complex dependency structures. However, accurately estimating the linking copulas within these models…

Methodology · Statistics 2025-10-22 Bahareh Ghanbari , Pavel Krupskiy , Laleh Tafakori , Yan Wang

How to deal with nonignorable response is often a challenging problem encountered in statistical analysis with missing data. Parametric model assumption for the response mechanism is often made and there is no way to validate the model…

Methodology · Statistics 2018-10-31 Masatoshi Uehara , Jae Kwang Kim

We study counterfactual regression, which aims to map input features to outcomes under hypothetical scenarios that differ from those observed in the data. This is particularly useful for decision-making when adapting to sudden shifts in…

Methodology · Statistics 2025-04-08 Kwangho Kim

Clinical risk prediction is a valuable tool for guiding healthcare interventions toward those most likely to benefit. Yet, evaluating the pairing of a risk prediction model with an intervention using randomized controlled trials presents…

Methodology · Statistics 2025-10-31 Valerie Odeh-Couvertier , Gabriel Zayas-Caban , Brian Patterson , Amy Cochran