Related papers: Testing Truncation Dependence: The Gumbel-Barnett …
Testing for pairwise independence for the case where the number of variables may be of the same size or even larger than the sample size has received increasing attention in the recent years. We contribute to this branch of the literature…
A popular method for variance reduction in observational causal inference is propensity-based trimming, the practice of removing units with extreme propensities from the sample. This practice has theoretical grounding when the data are…
Insurance and annuity products covering several lives require the modelling of the joint distribution of future lifetimes. In the interest of simplifying calculations, it is common in practice to assume that the future lifetimes among a…
This article considers exponential families of truncated multivariate normal distributions with one-sided truncation for some or all coordinates. We observe that if all components are one-sided truncated then this family is not full. The…
With some regularity conditions maximum likelihood estimators (MLEs) always produce asymptotically optimal (in the sense of consistency, efficiency, sufficiency, and unbiasedness) estimators. But in general, the MLEs lead to non-robust…
Although the independent censoring assumption is commonly used in survival analysis, it can be violated when the censoring time is related to the survival time, which often happens in many practical applications. To address this issue, we…
This paper proposes a modelling strategy to infer the impact of a covariate on the dependence structure of right-censored clustered event time data. The joint survival function of the event times is modelled using a parametric conditional…
In this paper we consider the statistical inference of the unknown parameter of an exponential distribution based on the time truncated data. The time truncated data occurs quite often in the reliability analysis for type-I or hybrid…
Doubly truncated data are found in astronomy, econometrics and survival analysis literature. They arise when each observation is confined to an interval, i.e., only those which fall within their respective intervals are observed along with…
Learning causal effects of a binary exposure on time-to-event endpoints can be challenging because survival times may be partially observed due to censoring and systematically biased due to truncation. In this work, we present debiased…
In truncated linear regression, samples $(x,y)$ are shown only when the outcome $y$ falls inside a certain survival set $S^\star$ and the goal is to estimate the unknown $d$-dimensional regressor $w^\star$. This problem has a long history…
We study a new measure of codependency in the second moment of a continuous-time multivariate asset price process, which we name the realized copula of volatility. The statistic is based on local volatility estimates constructed from…
In the long run, the eventual extinction of any biological population is an inevitable outcome. While extensive research has focused on the average time it takes for a population to go extinct under various circumstances, there has been…
In many causal studies, outcomes are censored by death, in the sense that they are neither observed nor defined for units who die. In such studies, the focus is usually on the stratum of always survivors up to a single fixed time s.…
In many studies multivariate event time data are generated from clusters having a possibly complex association pattern. Flexible models are needed to capture this dependence. Vine copulas serve this purpose. Inference methods for vine…
The maximum likelihood estimation of the left-truncated log-logistic distribution with a given truncation point is analyzed in detail from both mathematical and numerical perspectives. These maximum likelihood equations often do not possess…
We propose the extension of Fr\'{e}chet-Hoeffding copula bounds for circular data. The copula is a powerful tool for describing the dependency of random variables. In two dimensions, the Fr\'{e}chet-Hoeffding upper (lower) bound indicates…
In this paper, we introduce a new four-parameter generalized version of the Gompertz model which is called Beta-Gompertz (BG) distribution. It includes some well-known lifetime distributions such as beta-exponential and generalized Gompertz…
In reliability and life data analysis, the Weibull distribution is widely used to accommodate more data characteristics by changing the values of the parameters. We frequently observe many zeros or close to zero data points in reliability…
In this paper we explore the life expectancy limits by based on the stochastic modeling of mortality and applying the first exit or hitting time theory of a stochastic process. The main assumption is that the health state or the "vitality",…