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We study semiparametric varying-coefficient partially linear models when some linear covariates are not observed, but ancillary variables are available. Semiparametric profile least-square based estimation procedures are developed for…

Statistics Theory · Mathematics 2009-03-04 Yong Zhou , Hua Liang

Accurately estimating the remaining useful life (RUL) of industrial machinery is beneficial in many real-world applications. Estimation techniques have mainly utilized linear models or neural network based approaches with a focus on short…

Machine Learning · Computer Science 2018-12-11 Lahiru Jayasinghe , Tharaka Samarasinghe , Chau Yuen , Jenny Chen Ni Low , Shuzhi Sam Ge

In a classical regression model, it is usually assumed that the explanatory variables are independent of each other and error terms are normally distributed. But when these assumptions are not met, situations like the error terms are not…

Statistics Theory · Mathematics 2017-09-08 Bahadır Yüzbaşı , Yasin Asar , Ahmet Demiralp , M. Şamil Şık

We develop a novel approach to tackle the common but challenging problem of conformal inference for missing data in machine learning, focusing on Missing at Random (MAR) data. We propose a new procedure Conformal prediction for Missing data…

Methodology · Statistics 2025-10-22 Wenlu Tang , Hongni Wang , Xingcai Zhou , Bei Jiang , Linglong Kong

In this paper, we study the estimation and inference of the quantile treatment effect under covariate-adaptive randomization. We propose two estimation methods: (1) the simple quantile regression and (2) the inverse propensity score…

Methodology · Statistics 2020-02-26 Yichong Zhang , Xin Zheng

The primary goal of this paper is to introduce a novel frailty model based on the weighted Lindley (WL) distribution for modeling clustered survival data. We study the statistical properties of the proposed model. In particular, the amount…

Methodology · Statistics 2022-06-28 Diego I. Gallardo , Marcelo Bourguignon

We propose a new method for the analysis of competing risks data with long term survivors. The proposed method enables us to estimate the overall survival probability and cure fraction simultaneously. We formulate the effect of covariates…

Statistics Theory · Mathematics 2022-04-28 Sudheesh K Kattumannil , Sreedevi E P , Sankaran P G

This paper studies the inference problem in quantile regression (QR) for a large sample size $n$ but under a limited memory constraint, where the memory can only store a small batch of data of size $m$. A natural method is the na\"ive…

Methodology · Statistics 2021-11-15 Xi Chen , Weidong Liu , Yichen Zhang

Deep learning has enjoyed tremendous success in a variety of applications but its application to quantile regressions remains scarce. A major advantage of the deep learning approach is its flexibility to model complex data in a more…

Statistics Theory · Mathematics 2021-06-14 Qixian Zhong , Jane-Ling Wang

Making informed decisions about model adequacy has been an outstanding issue for regression models with discrete outcomes. Standard assessment tools for such outcomes (e.g. deviance residuals) often show a large discrepancy from the…

Methodology · Statistics 2021-04-02 Lu Yang

Quantile regression \parencite{Koenker1978} is a robust and practically useful way to efficiently model quantile varying correlation and predict varied response quantiles of interest. This article constructs and tests MM algorithms, which…

Methodology · Statistics 2025-02-18 Yifan Cheng , Anthony Yung Cheung Kuk

This paper develops a framework for quantile regression in binary longitudinal data settings. A novel Markov chain Monte Carlo (MCMC) method is designed to fit the model and its computational efficiency is demonstrated in a simulation…

Econometrics · Economics 2019-09-16 Mohammad Arshad Rahman , Angela Vossmeyer

This paper addresses estimation in a longitudinal regression model for association between a scalar outcome and a set of longitudinally-collected functional covariates or predictor curves. The framework consists of estimating a time-varying…

Applications · Statistics 2020-06-30 Madan G. Kundu , Jaroslaw Harezlak , Timothy W. Randolph

We consider the problem of conformal prediction under covariate shift. Given labeled data from a source domain and unlabeled data from a covariate shifted target domain, we seek to construct prediction sets with valid marginal coverage in…

Machine Learning · Statistics 2025-07-02 Sunay Joshi , Shayan Kiyani , George Pappas , Edgar Dobriban , Hamed Hassani

We propose a general framework for non-normal multivariate data analysis called multivariate covariance generalized linear models (McGLMs), designed to handle multivariate response variables, along with a wide range of temporal and spatial…

Methodology · Statistics 2017-04-25 Wagner Hugo Bonat , Bent Jørgensen

We consider a semiparametric generalized linear model and study estimation of both marginal and quantile effects in this model. We propose an approximate maximum likelihood estimator, and rigorously establish the consistency, the asymptotic…

Methodology · Statistics 2022-04-06 Seong-ho Lee , Yanyuan Ma , Elvezio Ronchetti

We study the multiplicative hazards model with intermittently observed longitudinal covariates and time-varying coefficients. For such models, the existing ad hoc approach, such as the last value carried forward, is biased. We propose a…

Methodology · Statistics 2025-03-13 Zhuowei Sun , Hongyuan Cao

This paper describes and tests a method for carrying out quantified reproducibility assessment (QRA) that is based on concepts and definitions from metrology. QRA produces a single score estimating the degree of reproducibility of a given…

Computation and Language · Computer Science 2022-04-13 Anya Belz , Maja Popović , Simon Mille

When facing multivariate covariates, general semiparametric regression techniques come at hand to propose flexible models that are unexposed to the curse of dimensionality. In this work a semiparametric copula-based estimator for…

Methodology · Statistics 2016-03-25 Mickael De Backer , Anouar El Ghouch , Ingrid Van Keilegom

High-fidelity (HF) data are often expensive to collect and therefore scarce, making conditional quantiles difficult to estimate accurately. We propose a two-stage, model-agnostic method for multi-fidelity quantile regression. The central…

Methodology · Statistics 2026-05-12 Yixiang Liu , Yao Zhang