Related papers: Statistical inference for counting processes under…
We address the problem of survival regression modelling with multivariate responses and nonlinear covariate effects. Our model extends the proportional hazards model by introducing several weakly-parametric elements: the marginal baseline…
In contingency table analysis, the odds ratio is a commonly applied measure used to summarize the degree of association between two categorical variables, say R and S. Suppose now that for each individual in the table, a vector of…
Semiparametric models are often considered for analyzing longitudinal data for a good balance between flexibility and parsimony. In this paper, we study a class of marginal partially linear quantile models with possibly varying…
Hazard ratios are often used to evaluate time to event outcomes, but they may be hard to interpret. A particular issue arise because hazards are typically estimated conditional on survival, i.e.\ on left truncated samples. Then, hazard…
Classical regression analysis relates the expectation of a response variable to a linear combination of explanatory variables. In this article, we propose a covariance regression model that parameterizes the covariance matrix of a…
We address the challenge of estimation in the context of constant linear effect models with dense functional responses. In this framework, the conditional expectation of the response curve is represented by a linear combination of…
The motivation for using qualitative shape descriptions is as follows: qualitative shape descriptions can implicitly act as a schema for measuring the similarity of shapes, which has the potential to be cognitively adequate. Then, shapes…
Conditional effects are commonly used measures for understanding how treatment effects vary across different groups, and are often used to target treatments/interventions to groups who benefit most. In this work we review existing methods…
In the statistical analysis of objects, samples and populations with quantitative variables, in many occasions we are interested in knowing the proportions that exist between the different variables from a same object; if these proportions…
The shape of the relationship between a continuous exposure variable and a binary disease variable is often central to epidemiologic investigations. This paper investigates a number of issues surrounding inference and the shape of the…
Estimation of the intensity of a point process is considered within a nonparametric framework. The intensity measure is unknown and depends on covariates, possibly many more than the observed number of jumps. Only a single trajectory of the…
We consider situations where data have been collected such that the sampling depends on the outcome of interest and possibly further covariates, as for instance in case-control studies. Graphical models represent assumptions about the…
Density ratio estimation in high dimensions can be reframed as integrating a certain quantity, the time score, over probability paths which interpolate between the two densities. In practice, the time score has to be estimated based on…
This paper develops a peer effect model for count responses under rational expectations. The model accounts for heterogeneity in peer effects across groups based on observed characteristics. Identification is based on the linear model…
This work proposes new inference methods for a regression coefficient of interest in a (heterogeneous) quantile regression model. We consider a high-dimensional model where the number of regressors potentially exceeds the sample size but a…
Measures of biodiversity change such as the Living Planet Index describe proportional change in the abundance of a typical species, which can be thought of as change in the size of a community. Here, I discuss the orthogonal concept of…
Random growth models are fundamental objects in modern probability theory, have given rise to new mathematics, and have numerous applications, including tumor growth and fluid flow in porous media. In this article, we introduce some of the…
In dealing with high-dimensional data sets, factor models are often useful for dimension reduction. The estimation of factor models has been actively studied in various fields. In the first part of this paper, we present a new approach to…
Marginal structural models fit via inverse probability of treatment weighting are commonly used to control for confounding when estimating causal effects from observational data. When planning a study that will be analyzed with marginal…
Probability forecasts of events are routinely used in climate predictions, in forecasting default probabilities on bank loans or in estimating the probability of a patient's positive response to treatment. Scoring rules have long been used…