Related papers: Nonparametric latency estimation for mixture cure …
This paper introduces new techniques for estimating, identifying and simulating mixed causal-noncausal invertible-noninvertible models. We propose a framework that integrates high-order cumulants, merging both the spectrum and bispectrum…
Nonparametric estimators of a regression function with circular response and Rd-valued predictor are considered in this work. Local polynomial type estimators are proposed and studied. Expressions for their asymptotic biases and variances…
This study presents a semi-nonparametric Latent Class Choice Model (LCCM) with a flexible class membership component. The proposed model formulates the latent classes using mixture models as an alternative approach to the traditional random…
We consider survival data in the presence of a cure fraction, meaning that some subjects will never experience the event of interest. We assume a mixture cure model consisting of two sub-models: one for the probability of being uncured…
In empirical studies with time-to-event outcomes, investigators often leverage observational data to conduct causal inference on the effect of exposure when randomized controlled trial data is unavailable. Model misspecification and lack of…
Nested-error regression models are widely used for analyzing clustered data. For example, they are often applied to two-stage sample surveys, and in biology and econometrics. Prediction is usually the main goal of such analyses, and…
Inpatient care is a large share of total health care spending, making analysis of inpatient utilization patterns an important part of understanding what drives health care spending growth. Common features of inpatient utilization measures…
This article proposes an online bootstrap scheme for nonparametric level estimation in nonstationary time series. Our approach applies to a broad class of level estimators expressible as weighted sample averages over time windows, including…
Kernel-based nonparametric hazard rate estimation is considered with a special class of infinite-order kernels that achieves favorable bias and mean square error properties. A fully automatic and adaptive implementation of a density and…
Spectral estimation is a fundamental problem for time series analysis, which is widely applied in economics, speech analysis, seismology, and control systems. The asymptotic convergence theory for classical, non-parametric estimators, is…
The Mixture Cure (MC) models constitute an appropriate and easily interpretable method when studying a time-to-event variable in a population comprised of both susceptible and cured individuals. In literature, those models usually assume…
This paper investigates new ways of estimating and identifying causal, noncausal, and mixed causal-noncausal autoregressive models driven by a non-Gaussian error sequence. We do not assume any parametric distribution function for the…
A mixture of a distribution of responses from untreated patients and a shift of that distribution is a useful model for the responses from a group of treated patients. The mixture model accounts for the fact that not all the patients in the…
Propensity score (PS) methods are widely used to estimate treatment effects in non-randomized studies. Variance is typically estimated using sandwich or bootstrap methods, which can either treat the PS as estimated or fixed. The latter is…
In this paper, we consider a weighted local linear estimator based on the inverse selection probability for nonparametric regression with missing covariates at random. The asymptotic distribution of the maximal deviation between the…
How should researchers conduct causal inference when the outcome of interest is latent and measured imperfectly by multiple indicators? We develop a general nonparametric framework for identifying and estimating average treatment effects on…
When analyzing time-to-event data, it often happens that some subjects do not experience the event of interest. Survival models that take this feature into account (called `cure models') have been developed in the presence of covariates.…
This paper considers the practically important case of nonparametrically estimating heterogeneous average treatment effects that vary with a limited number of discrete and continuous covariates in a selection-on-observables framework where…
This paper addresses the problem of estimating the modes of an observed non-stationary mixture signal in the presence of an arbitrary distributed noise. A novel Bayesian model is introduced to estimate the model parameters from the…
The paper considers nonparametric specification tests of quantile curves for a general class of nonstationary processes. Using Bahadur representation and Gaussian approximation results for nonstationary time series, simultaneous confidence…