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We extend the work of Hahn and Carvalho (2015) and develop a doubly-regularized sparse regression estimator by synthesizing Bayesian regularization with penalized least squares within a decision-theoretic framework. In contrast to existing…

Methodology · Statistics 2025-02-04 Aihua Li , Surya T. Tokdar , Jason Xu

This paper develops estimation and inference methods for censored quantile regression models with high-dimensional controls. The methods are based on the application of double/debiased machine learning (DML) framework to the censored…

Econometrics · Economics 2023-03-07 Seoyun Hong

The approximate Bernstein polynomial model, a mixture of beta distributions, is applied to obtain maximum likelihood estimates of the regression coefficients, and the baseline density and survival functions in an accelerated failure time…

Statistics Theory · Mathematics 2019-11-19 Zhong Guan

Electronic Health Record (EHR) has emerged as a valuable source of data for translational research. To leverage EHR data for risk prediction and subsequently clinical decision support, clinical endpoints are often time to onset of a…

Methodology · Statistics 2023-11-07 Yang Wang , Qingning Zhou , Tianxi Cai , Xuan Wang

Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…

Methodology · Statistics 2017-02-28 Shonosuke Sugasawa , Tatsuya Kubokawa

In this article, we propose some new generalizations of M-estimation procedures for single-index regression models in presence of randomly right-censored responses. We derive consistency and asymptotic normality of our estimates. The…

Statistics Theory · Mathematics 2008-12-18 Olivier Lopez

It is known that the estimating equations for quantile regression (QR) can be solved using an EM algorithm in which the M-step is computed via weighted least squares, with weights computed at the E-step as the expectation of independent…

Methodology · Statistics 2021-08-26 Haim Bar , James Booth , Martin T. Wells

We consider a regression modeling of the quantiles of residual life, remaining lifetime at a specific time. We propose a smoothed induced version of the existing non-smooth estimating equations approaches for estimating regression…

Computation · Statistics 2022-05-03 Kyu Hyun Kim , Daniel J. Caplan , Sangwook Kang

The analysis of data from multiple experiments, such as observations of several individuals, is commonly approached using mixed-effects models, which account for variation between individuals through hierarchical representations. This makes…

Computation · Statistics 2026-03-05 Henrik Häggström , Sebastian Persson , Marija Cvijovic , Umberto Picchini

Bivariate linear mixed models are useful when analyzing longitudinal data of two associated markers. In this paper, we present a bivariate linear mixed model including random effects or first-order auto-regressive process and independent…

With continuous outcomes, the average causal effect is typically defined using a contrast of expected potential outcomes. However, in the presence of skewed outcome data, the expectation may no longer be meaningful. In practice the typical…

Methodology · Statistics 2023-02-06 Daisy A. Shepherd , Benjamin R. Baer , Margarita Moreno-Betancur

In this article, we propose new Bayesian methods for selecting and estimating a sparse coefficient vector for skewed heteroscedastic response. Our novel Bayesian procedures effectively estimate the median and other quantile functions,…

Methodology · Statistics 2017-07-04 Libo Wang , Yuanyuan Tang , Debajyoti Sinha , Debdeep Pati , Stuart Lipsitz

Mixtures of experts (MoE) models provide a flexible framework for modelling heterogeneity in data for regression and model-based clustering and classification. MoE models for regression are typically based on the Gaussian assumption for the…

Methodology · Statistics 2026-05-05 Sphiwe B. Skhosana , Hien Duy Nguyen

We consider the problem of estimating parameters of stochastic differential equations (SDEs) with discrete-time observations that are either completely or partially observed. The transition density between two observations is generally…

Methodology · Statistics 2015-09-09 Libo Sun , Chihoon Lee , Jennifer A. Hoeting

Estimating causal effects in the presence of spillover among individuals embedded within a social network is often challenging with missing information. The spillover effect is the effect of an intervention if a participant is not exposed…

The average symbol error probability (SEP) of a phase-quantized single-input multiple-output system with M-ary phase-shift keying modulation and maximum ratio combining (MRC) is analyzed under correlated Rayleigh fading and additive white…

Signal Processing · Electrical Eng. & Systems 2026-04-30 Amila Ravinath , Bikshapathi Gouda , Italo Atzeni , Antti Tölli

We present a new modelling approach for longitudinal count data that is motivated by the increasing availability of longitudinal RNA-sequencing experiments. The distribution of RNA-seq counts typically exhibits overdispersion,…

Methodology · Statistics 2020-08-27 Mirko Signorelli , Pietro Spitali , Roula Tsonaka

The generalized estimating equation (GEE) method is a popular tool for longitudinal data analysis. However, GEE produces biased estimates when the outcome of interest is associated with cluster size, a phenomenon known as informative…

Methodology · Statistics 2025-01-03 Yue Ma , Haofeng Wang , Xuejun Jiang

In this paper a new decision theoretic sampling plan (DSP) is proposed for Type-I censored exponential distribution. The proposed DSP is based on a new estimator of the expected lifetime of an exponential distribution which always exists,…

Statistics Theory · Mathematics 2018-06-18 Deepak Prajapati , Sharmistha Mitra , Debasis Kundu

Random forests are powerful non-parametric regression method but are severely limited in their usage in the presence of randomly censored observations, and naively applied can exhibit poor predictive performance due to the incurred biases.…

Machine Learning · Statistics 2020-01-13 Alexander Hanbo Li , Jelena Bradic
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