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In Survival Analysis, the observed lifetimes often correspond to individuals for which the event occurs within a specific calendar time interval. With such interval sampling, the lifetimes are doubly truncated at values determined by the…
We establish a uniform-in-time estimate for the mean-field convergence of the Consensus-Based Optimization (CBO) algorithm by rescaling the consensus point in the dynamics with a small parameter $\kappa \in (0,1)$. This uniform-in-time…
Many standard estimators such as several maximum likelihood estimators or the empirical estimator for any law-invariant convex risk measure are not (qualitatively) robust in the classical sense. However, these estimators may nevertheless…
The Pickands estimator for the extreme value index is beneficial due to its universal consistency, location, and scale invariance, which sets it apart from other types of estimators. However, similar to many extreme value index estimators,…
We introduce a continuous-time framework for the prediction of outstanding liabilities, in which chain-ladder development factors arise as a histogram estimator of a cost-weighted hazard function running in reversed development time. We use…
Statistical estimation and inference for marginal hazard models with varying coefficients for multivariate failure time data are important subjects in survival analysis. A local pseudo-partial likelihood procedure is proposed for estimating…
This paper considers the estimation of Shannon entropy for discrete distributions with countably infinite support. While minimax rates for finite-support distributions are established, infinite-support distributions present distinct…
The Kaplan-Meier estimate, also known as the product-limit method (PLM), is a widely used non-parametric maximum likelihood estimator (MLE) in survival analysis. In the context of highway engineering, it has been repeatedly applied to…
We investigate large-sample properties of treatment effect estimators under unknown interference in randomized experiments. The inferential target is a generalization of the average treatment effect estimand that marginalizes over potential…
There is a large literature on semiparametric estimation of average treatment effects under unconfounded treatment assignment in settings with a fixed number of covariates. More recently attention has focused on settings with a large number…
The initial-boundary value problem for an infinite one-dimensional chain of harmonic oscillators on the half-line is considered. The large time asymptotic behavior of solutions is studied. The initial data of the system are supposed to be a…
To measure the degree of agreement between two observers that independently classify $n$ subjects within $K$ categories, it is common to use different kappa type coefficients, the most common of which is the $\kappa_C$ coefficient (Cohen's…
Time-to-event analysis is a branch of statistics that has increased in popularity during the last decades due to its many application fields, such as predictive maintenance, customer churn prediction and population lifetime estimation. In…
The proportional hazards (PH) model is arguably one of the most popular models used to analyze time to event data arising from clinical trials and longitudinal studies, among many others. In many such studies, the event time of interest is…
The problem of estimation error of Expected Shortfall is analyzed, with a view of its introduction as a global regulatory risk measure.
We compare the Malliavin-Mancino and Cuchiero-Teichmann Fourier instantaneous estimators to investigate the impact of the Epps effect arising from asynchrony in the instantaneous estimates. We demonstrate the instantaneous Epps effect under…
We obtain a limit of a hierarchical Bayes estimator of a finite population mean when the sample size is large. The limit is in the sense of ordinary calculus, where the sample observations are treated as fixed quantities. Our result…
In randomized experiments with non-compliance scholars have argued that the complier average causal effect (CACE) ought to be the main causal estimand. The literature on inference of the complier average treatment effect (CACE) has focused…
Calibration, the practice of choosing the parameters of a structural model to match certain empirical moments, can be viewed as minimum distance estimation. Existing standard error formulas for such estimators require a consistent estimate…
The present paper proposes a new treatment effects estimator that is valid when the number of time periods is small, and the parallel trends condition holds conditional on covariates and unobserved heterogeneity in the form of interactive…