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Many insurance premium principles are defined and various estimation procedures introduced in the literature. In this paper, we focus on the estimation of the excess-of-loss reinsurance premium when the risks are randomly right-censored.…

Statistics Theory · Mathematics 2016-03-30 Louiza Soltane , Djamel Meraghni , Abdelhakim Necir

In this work we study the problem of inferring a discrete probability distribution using both expert knowledge and empirical data. This is an important issue for many applications where the scarcity of data prevents a purely empirical…

Machine Learning · Computer Science 2020-01-08 Rémi Besson , Erwan Le Pennec , Stéphanie Allassonnière

Classical semiparametric inference with missing outcome data is not robust to contamination of the observed data and a single observation can have arbitrarily large influence on estimation of a parameter of interest. This sensitivity is…

Methodology · Statistics 2021-03-02 Eva Cantoni , Xavier de Luna

We present a new estimator of the restricted mean survival time in randomized trials where there is right censoring that may depend on treatment and baseline variables. The proposed estimator leverages prognostic baseline variables to…

Statistics Theory · Mathematics 2016-08-22 Iván Díaz , Elizabeth Colantuoni , Daniel F. Hanley , Michael Rosenblum

In survival analysis the random censorship model refers to censoring and survival times being independent of each other. It is one of the fundamental assumptions in the theory of survival analysis. We explain the reason for it being so…

Applications · Statistics 2017-03-06 Damjan Krstajic

Various assumptions on a right-censoring mechanism to ensure consistency of the Kaplan--Meier and Aalen--Johansen estimators in a competing risks setting are studied. Specifically, eight different assumptions are seen to fall in two…

Statistics Theory · Mathematics 2024-12-11 Morten Overgaard , Stefan Nygaard Hansen

Large-scale datasets are increasingly being used to inform decision making. While this effort aims to ground policy in real-world evidence, challenges have arisen as selection bias and other forms of distribution shifts often plague…

Methodology · Statistics 2023-11-07 Santiago Cortes-Gomez , Mateo Dulce , Carlos Patino , Bryan Wilder

We conduct the convergence analysis of parameter estimation in the contaminated mixture of experts. This model is motivated from the prompt learning problem where ones utilize prompts, which can be formulated as experts, to fine-tune a…

Machine Learning · Computer Science 2025-03-07 Fanqi Yan , Huy Nguyen , Dung Le , Pedram Akbarian , Nhat Ho

Kaplan-Meier survival analysis represents the most objective measure of treatment efficacy in oncology, though subjected to potential bias, which is worrisome in an era of precision medicine. Independent of the bias inherent to the design…

Methodology · Statistics 2020-12-17 Enrique Barrajón , Laura Barrajón

We investigate the estimation of the extreme value index when the data are subject to random censorship. We prove, in a unified way, detailed asymptotic normality results for various estimators of the extreme value index and use these…

Statistics Theory · Mathematics 2008-12-18 John H. J. Einmahl , Amélie Fils-Villetard , Armelle Guillou

We study the algorithmic problem of robust mean estimation of an identity covariance Gaussian in the presence of mean-shift contamination. In this contamination model, we are given a set of points in $\mathbb{R}^d$ generated i.i.d. via the…

Data Structures and Algorithms · Computer Science 2025-02-21 Ilias Diakonikolas , Giannis Iakovidis , Daniel M. Kane , Thanasis Pittas

We congratulate the authors on their exciting paper, which introduces a novel idea for assessing the estimation bias in causal estimates. Doubly robust estimators are now part of the standard set of tools in causal inference, but a typical…

Methodology · Statistics 2020-06-18 Edward H. Kennedy , Sivaraman Balakrishnan , Larry A. Wasserman

In this paper, we study the behavior of a kernel estimator of the regression function in the right censored model with $\alpha$-mixing data . The uniform strong consistency over a real compact set of the estimate is established along with a…

Statistics Theory · Mathematics 2008-02-21 Zohra Guessoum , Elias Ould-Saïd

Most studies for negatively associated (NA) random variables consider the complete-data situation, which is actually a relatively ideal condition in practice. The paper relaxes this condition to the incomplete-data setting and considers…

Statistics Theory · Mathematics 2023-02-02 Jianhua Shi , Jiansen Xu , Jinfeng Xu

The Mann-Whitney effect is an intuitive measure for discriminating two survival distributions. Here we analyze various inference techniques for this parameter in a two-sample survival setting with independent right-censoring, where the…

Statistics Theory · Mathematics 2016-09-26 Dennis Dobler , Markus Pauly

We study tail estimation in Pareto-like settings for datasets with a high percentage of randomly right-censored data, and where some expert information on the tail index is available for the censored observations. This setting arises for…

Applications · Statistics 2019-11-13 Martin Bladt , Hansjoerg Albrecher , Jan Beirlant

Path-specific effects are a broad class of mediated effects from an exposure to an outcome via one or more causal pathways with respect to some subset of intermediate variables. The majority of the literature concerning estimation of…

Our objective is to construct well-calibrated prediction sets for a time-to-event outcome subject to right-censoring with guaranteed coverage. Inspired by modern conformal inference, our approach avoids the need for a well-specified…

Methodology · Statistics 2026-01-27 Rebecca Farina , Eric J. Tchetgen Tchetgen , Arun Kumar Kuchibhotla

Defining strategies on how to perform quality assurance (QA) and how to control such activities is a challenging task for organizations developing or maintaining software and software-intensive systems. Planning and adjusting QA activities…

Software Engineering · Computer Science 2014-01-08 Michael Kläs , Frank Elberzhager , Jürgen Münch , Klaus Hartjes , Olaf von Graevemeyer

Data analysis based on information from several sources is common in economic and biomedical studies. This setting is often referred to as the data fusion problem, which differs from traditional missing data problems since no complete data…

Methodology · Statistics 2022-04-07 Wei Li , Shanshan Luo , Wangli Xu