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Several novel statistical methods have been developed to estimate large integrated volatility matrices based on high-frequency financial data. To investigate their asymptotic behaviors, they require a sub-Gaussian or finite high-order…

Statistics Theory · Mathematics 2023-08-15 Minseok Shin , Donggyu Kim , Jianqing Fan

The first step in statistical reliability studies of coherent systems is the estimation of the reliability of each system component. For the cases of parallel and series systems the literature is abundant. It seems that the present paper is…

We propose a semiparametric model to study the effect of covariates on the distribution of a censored event time while making minimal assumptions about the censoring mechanism. The result is a partially identified model, in the sense that…

Methodology · Statistics 2025-03-19 Ilias Willems , Jad Beyhum , Ingrid Van Keilegom

In prevalent cohort studies where subjects are recruited at a cross-section, the time to an event may be subject to length-biased sampling, with the observed data being either the forward recurrence time, or the backward recurrence time, or…

Statistics Theory · Mathematics 2019-04-05 Pourab Roy , Jason P. Fine , Michael R. Kosorok

Analysis of random censored life-time data along with some related stochastic covariables is of great importance in many applied sciences like medical research, population studies and planning etc. The parametric estimation technique…

Statistics Theory · Mathematics 2019-05-09 Abhik Ghosh , Ayanendranath Basu

We investigate the performance of model based bootstrap methods for constructing point-wise confidence intervals around the survival function with interval censored data. We show that bootstrapping from the nonparametric maximum likelihood…

Methodology · Statistics 2013-12-24 Bodhisattva Sen , Gongjun Xu

In transportation, Weigh-in motion (WIM) stations, Electronic Toll Collection (ETC) systems, Closed-circuit Television (CCTV) are widely deployed to collect data at different locations. Vehicle re-identification, by matching the same…

Applications · Statistics 2024-11-06 Diyi Liu , Yangsong Gu , Lee D. Han

Interval-censored covariates are frequently encountered in biomedical studies, particularly in time-to-event data or when measurements are subject to detection or quantification limits. Yet, the estimation of regression models with…

Methodology · Statistics 2026-01-15 Andrea Toloba , Klaus Langohr , Guadalupe Gómez Melis

A survival dataset describes a set of instances (e.g. patients) and provides, for each, either the time until an event (e.g. death), or the censoring time (e.g. when lost to follow-up - which is a lower bound on the time until the event).…

Machine Learning · Computer Science 2023-06-22 Ali Hossein Gharari Foomani , Michael Cooper , Russell Greiner , Rahul G. Krishnan

Interval-censoring frequently occurs in studies of chronic diseases where disease status is inferred from intermittently collected biomarkers. Although many methods have been developed to analyze such data, they typically assume perfect…

Methodology · Statistics 2026-05-26 Yuhao Deng , Donglin Zeng , Yuanjia Wang

We extend the theory from Fan and Li (2001) on penalized likelihood-based estimation and model-selection to statistical and econometric models which allow for non-negativity constraints on some or all of the parameters, as well as…

Econometrics · Economics 2023-02-07 Heino Bohn Nielsen , Anders Rahbek

Recently, it has become common for applied works to combine commonly used survival analysis modeling methods, such as the multivariable Cox model and propensity score weighting, with the intention of forming a doubly robust estimator of an…

The Weibull distribution is a very applicable model for the lifetime data. For inference about two Weibull distributions using records, the shape parameters of the distributions are usually considered equal. However, there is not an…

Methodology · Statistics 2014-08-12 Hojatollah Zakerzadeh , Ali Akbar Jafari

Survival analysis is a statistical technique used to estimate the time until an event occurs. Although it is applied across a wide range of fields, adjusting for reporting delays under practical constraints remains a significant challenge…

Machine Learning · Statistics 2025-10-27 Yuta Shikuri , Hironori Fujisawa

Non-parametric maximum likelihood estimation encompasses a group of classic methods to estimate distribution-associated functions from potentially censored and truncated data, with extensive applications in survival analysis. These methods,…

Methodology · Statistics 2021-08-05 Justin D. Tubbs , Lane Guolan Chen , Thuan Quoc Thach , Pak C. Sham

Interpreting critical variables involved in complex biological processes related to survival time can help understand prediction from survival models, evaluate treatment efficacy, and develop new therapies for patients. Currently, the…

Machine Learning · Computer Science 2022-10-03 Xinxing Wu , Chong Peng , Richard Charnigo , Qiang Cheng

Kundu and Gupta (2007, Metrika, 65, 159 - 170) provided the analysis of Type-I hybrid censored competing risks data, when the lifetime distribution of the competing causes of failures follow exponential distribution. In this paper we…

Applications · Statistics 2017-07-18 Arnab Koley , D. Kundu , Ayon Ganguly

This paper considers the empirical likelihood (EL) construction of confidence intervals for a linear functional based on right censored lifetime data. Many of the results in literature show that log EL has a limiting scaled chi-square…

Statistics Theory · Mathematics 2012-03-28 Shuyuan He , Wei Liang , Junshan Shen , Grace Yang

Survival time prediction from medical images is important for treatment planning, where accurate estimations can improve healthcare quality. One issue affecting the training of survival models is censored data. Most of the current survival…

Computer Vision and Pattern Recognition · Computer Science 2022-05-27 Renato Hermoza , Gabriel Maicas , Jacinto C. Nascimento , Gustavo Carneiro

The analysis of data arising from environmental health studies which collect a large number of measures of exposure can benefit from using latent variable models to summarize exposure information. However, difficulties with estimation of…

Applications · Statistics 2009-08-21 Brisa N. Sánchez , Esben Budtz-Jørgensen , Louise M. Ryan
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