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The additive hazards model specifies the effect of covariates on the hazard in an additive way, in contrast to the popular Cox model, in which it is multiplicative. As non-parametric model, it offers a very flexible way of modeling…

Methodology · Statistics 2022-01-24 Chengyuan Lu , Jelle Goeman , Hein Putter

Estimation of the mean vector and covariance matrix is of central importance in the analysis of multivariate data. In the framework of generalized linear models, usually the variances are certain functions of the means with the normal…

Methodology · Statistics 2023-01-25 Anupam Kundu , Mohsen Pourahmadi

This paper considers the quantile regression approach for partially linear spatial autoregressive models with possibly varying coefficients. B-spline is employed for the approximation of varying coefficients. The instrumental variable…

Methodology · Statistics 2016-08-08 Xiaowen Dai , Shaoyang Li , Maozai Tian

We propose a unified framework for likelihood-based regression modeling when the response variable has finite support. Our work is motivated by the fact that, in practice, observed data are discrete and bounded. The proposed methods assume…

Methodology · Statistics 2022-09-13 Karl Oskar Ekvall , Matteo Bottai

Variable selection problem for the nonlinear Cox regression model is considered. In survival analysis, one main objective is to identify the covariates that are associated with the risk of experiencing the event of interest. The Cox…

Machine Learning · Statistics 2022-11-18 Kexuan Li

A constrained multivariate linear model is a multivariate linear model with the columns of its coefficient matrix constrained to lie in a known subspace. This class of models includes those typically used to study growth curves and…

Methodology · Statistics 2021-01-05 Dennis Cook , Liliana Forzani , Lan Liu

Many partial identification problems can be characterized by the optimal value of a function over a set where both the function and set need to be estimated by empirical data. Despite some progress for convex problems, statistical inference…

Methodology · Statistics 2022-08-31 Matthew Tudball , Rachael Hughes , Kate Tilling , Jack Bowden , Qingyuan Zhao

Sparse high dimensional graphical model selection is a topic of much interest in modern day statistics. A popular approach is to apply l1-penalties to either (1) parametric likelihoods, or, (2) regularized regression/pseudo-likelihoods,…

Methodology · Statistics 2022-02-04 Kshitij Khare , Sang-Yun Oh , Bala Rajaratnam

This paper develops a new scalable sparse Cox regression tool for sparse high-dimensional massive sample size (sHDMSS) survival data. The method is a local $L_0$-penalized Cox regression via repeatedly performing reweighted $L_2$-penalized…

Methodology · Statistics 2020-06-30 Eric S. Kawaguchi , Marc A. Suchard , Zhenqiu Liu , Gang Li

We study the problem of modeling univariate distributions via their quantile functions. We introduce a flexible family of distributions whose quantile function is a linear combination of basis quantiles. Because the model is linear in its…

Methodology · Statistics 2026-02-05 Cheng Peng , Yizhou Li , Stan Uryasev

We consider a linear model where the coefficients - intercept and slopes - are random with a law in a nonparametric class and independent from the regressors. Identification often requires the regressors to have a support which is the whole…

Statistics Theory · Mathematics 2020-06-22 Christophe Gaillac , Eric Gautier

We study generalized additive partial linear models, proposing the use of polynomial spline smoothing for estimation of nonparametric functions, and deriving quasi-likelihood based estimators for the linear parameters. We establish…

Statistics Theory · Mathematics 2011-12-13 Li Wang , Xiang Liu , Hua Liang , Raymond J. Carroll

A new method for the analysis of time to ankylosis complication on a dataset of replanted teeth is proposed. In this context of left-censored, interval-censored and right-censored data, a Cox model with piecewise constant baseline hazard is…

Methodology · Statistics 2020-10-15 Olivier Bouaziz , Eva Lauridsen , Grégory Nuel

We consider estimation and inference in a single index regression model with an unknown convex link function. We introduce a convex and Lipschitz constrained least squares estimator (CLSE) for both the parametric and the nonparametric…

Statistics Theory · Mathematics 2021-01-15 Arun K. Kuchibhotla , Rohit K. Patra , Bodhisattva Sen

We expect that some observers in perceptual signal detection experiments, such as radiologists, will make rational decisions, and therefore ratings from those observers are expected to form a convex ROC curve. However, measured and…

Applications · Statistics 2013-02-01 Lucas Tcheuko , Frank Samuelson

This paper considers inference in a linear regression model with random right censoring and outliers. The number of outliers can grow with the sample size while their proportion goes to zero. The model is semiparametric and we make only…

Statistics Theory · Mathematics 2021-10-06 Jad Beyhum , Ingrid Van Keilegom

We consider the Cox regression model and prove some properties of the maximum partial likelihood estimator $\hat\beta_n$ and of the the Breslow estimator $\Lambda_n$. The asymptotic properties of these estimators have been widely studied in…

Statistics Theory · Mathematics 2020-02-20 Cécile Durot , Eni Musta

The available data in semi-supervised learning usually consists of relatively small sized labeled data and much larger sized unlabeled data. How to effectively exploit unlabeled data is the key issue. In this paper, we write the regression…

Methodology · Statistics 2024-11-13 Ziwen Gao , Huihang Liu , Xinyu Zhang

Cox's proportional hazards model is one of the most popular statistical models to evaluate associations of exposure with a censored failure time outcome. When confounding factors are not fully observed, the exposure hazard ratio estimated…

Methodology · Statistics 2022-01-04 Linbo Wang , Eric Tchetgen Tchetgen , Torben Martinussen , Stijn Vansteelandt

By means of two simple convexity arguments we are able to develop a general method for proving consistency and asymptotic normality of estimators that are defined by minimisation of convex criterion functions. This method is then applied to…

Statistics Theory · Mathematics 2011-07-20 Nils Lid Hjort , David Pollard