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In a multiple testing context, we consider a semiparametric mixture model with two components where one component is known and corresponds to the distribution of $p$-values under the null hypothesis and the other component $f$ is…

Applications · Statistics 2013-04-04 Van Hanh Nguyen , Catherine Matias

To make informed health policy decisions regarding a treatment, we must consider both its cost and its clinical effectiveness. In past work, we introduced the net benefit separation (NBS) as a novel measure of cost-effectiveness. The NBS is…

Methodology · Statistics 2021-01-27 Nicholas Illenberger , Nandita Mitra , Andrew J. Spieker

We overview Bayesian estimation, hypothesis testing, and model-averaging and illustrate how they benefit parametric survival analysis. We contrast the Bayesian framework to the currently dominant frequentist approach and highlight…

Methodology · Statistics 2022-09-13 František Bartoš , Frederik Aust , Julia M. Haaf

Identifying dependency between two random variables is a fundamental problem. The clear interpretability and ability of a procedure to provide information on the form of possible dependence is particularly important when exploring…

Methodology · Statistics 2026-04-27 Bogdan Ćmiel , Teresa Ledwina

We present a general nonparametric approach for testing whether a statistical parameter defined through conditional distributions is constant across the conditioning variables. Such hypotheses arise naturally in problems such as assessing…

Methodology · Statistics 2026-04-23 Albert Osom , Ali Shojaie , Aaron Hudson

We present a general principle for estimating a regression function nonparametrically, allowing for a wide variety of data filtering, for example, repeated left truncation and right censoring. Both the mean and the median regression cases…

Statistics Theory · Mathematics 2011-02-10 Oliver Linton , Enno Mammen , Jens Perch Nielsen , Ingrid Van Keilegom

Estimation of extreme value copulas is often required in situations where available data are sparse. Parametric methods may then be the preferred approach. A possible way of defining parametric families that are simple and, at the same…

Methodology · Statistics 2013-01-29 Jan Beran , Georg Mainik

In survival analysis it often happens that some subjects under study do not experience the event of interest; they are considered to be `cured'. The population is thus a mixture of two subpopulations: the one of cured subjects, and the one…

Statistics Theory · Mathematics 2017-01-16 Valentin Patilea , Ingrid Van Keilegom

There is a long-standing debate in the statistical, epidemiological and econometric fields as to whether nonparametric estimation that uses data-adaptive methods, like machine learning algorithms in model fitting, confer any meaningful…

Methodology · Statistics 2022-12-21 Kara E. Rudolph , Nicholas Williams , Caleb H. Miles , Joseph Antonelli , Ivan Diaz

To assess the classification accuracy of a continuous diagnostic result, the receiver operating characteristic (ROC) curve is commonly used in applications. The partial area under the ROC curve (pAUC) is one of widely accepted summary…

Applications · Statistics 2011-03-11 Hung Hung , Chin-Tsang Chiang

The estimation of the potential impact fraction (including the population attributable fraction) with continuous exposure data frequently relies on strong distributional assumptions. However, these assumptions are often violated if the…

Methods for estimating heterogeneous treatment effect in observational data have largely focused on continuous or binary outcomes, and have been relatively less vetted with survival outcomes. Using flexible machine learning methods in the…

Applications · Statistics 2021-07-09 Liangyuan Hu , Jiayi Ji , Fan Li

In the world of multivariate extremes, estimation of the dependence structure still presents a challenge and an interesting problem. A procedure for the bivariate case is presented that opens the road to a similar way of handling the…

Statistics Theory · Mathematics 2008-11-14 John H. J. Einmahl , Andrea Krajina , Johan Segers

In a nonparametric instrumental regression model, we strengthen the conventional moment independence assumption towards full statistical independence between instrument and error term. This allows us to prove identification results and…

Econometrics · Economics 2019-06-13 Isaac Loh

In this paper we consider nonparametric estimation for dependent data, where the observations do not necessarily come from a linear process. We study density estimation and also discuss associated problems in nonparametric regression using…

Statistics Theory · Mathematics 2007-06-28 Jan Johannes , Suhasini Subba Rao

In this paper, we extend the vertical modeling approach for the analysis of survival data with competing risks to incorporate a cured fraction in the population, that is, a proportion of the population for which none of the competing events…

Methodology · Statistics 2015-08-18 M. A. Nicolaie , J. M. G. Taylor , C. Legrand

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…

Statistics Theory · Mathematics 2018-10-17 Arthur Berg , Dimitris N Politis , Kagba Suaray , Hui Zeng

The goal of this paper is to provide some tools for nonparametric estimation and inference in psychological and economic experiments. We consider an experimental framework in which each of $n$subjects provides $T$ responses to a vector of…

Econometrics · Economics 2019-12-10 Raffaello Seri , Samuele Centorrino , Michele Bernasconi

The analysis of causal effects when the outcome of interest is possibly truncated by death has a long history in statistics and causal inference. The survivor average causal effect is commonly identified with more assumptions than those…

Methodology · Statistics 2020-03-24 Jaffer M. Zaidi , Eric J. Tchetgen Tchetgen , Tyler J. VanderWeele

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