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Related papers: Semiparametric copula-based quantile regression fo…

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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

The available data in semi-supervised learning usually consists of relatively small sized labeled data and much larger sized unlabeled data. How to effectively exploit unlabeled data is the key issue. In this paper, we write the regression…

Methodology · Statistics 2024-11-13 Ziwen Gao , Huihang Liu , Xinyu Zhang

This paper is concerned with modeling the dependence structure of two (or more) time-series in the presence of a (possible multivariate) covariate which may include past values of the time series. We assume that the covariate influences…

Statistics Theory · Mathematics 2018-12-11 Natalie Neumeyer , Marek Omelka , Sarka Hudecova

The partial copula provides a method for describing the dependence between two random variables $X$ and $Y$ conditional on a third random vector $Z$ in terms of nonparametric residuals $U_1$ and $U_2$. This paper develops a nonparametric…

Statistics Theory · Mathematics 2021-04-30 Lasse Petersen , Niels Richard Hansen

We propose a new semi-parametric distributional regression smoother that is based on a copula decomposition of the joint distribution of the vector of response values. The copula is high-dimensional and constructed by inversion of a pseudo…

Methodology · Statistics 2020-06-30 Michael Stanley Smith , Nadja Klein

One fundamental statistical question for research areas such as precision medicine and health disparity is about discovering effect modification of treatment or exposure by observed covariates. We propose a semiparametric framework for…

Methodology · Statistics 2020-08-04 Muxuan Liang , Menggang Yu

Quantitative studies in many fields involve the analysis of multivariate data of diverse types, including measurements that we may consider binary, ordinal and continuous. One approach to the analysis of such mixed data is to use a copula…

Statistics Theory · Mathematics 2007-06-13 Peter D. Hoff

We propose a two-stage estimation procedure for a copula-based model with semi-competing risks data, where the non-terminal event is subject to dependent censoring by the terminal event, and both events are subject to independent censoring.…

Methodology · Statistics 2024-10-28 Sakie J. Arachchige , Xinyuan Chen , Qian M. Zhou

Modeling the ratio of two dependent components as a function of covariates is a frequently pursued objective in observational research. Despite the high relevance of this topic in medical studies, where biomarker ratios are often used as…

Methodology · Statistics 2023-12-04 Moritz Berger , Nadja Klein , Michael Wagner , Matthias Schmid

In this article, a copula-based method for mixed regression models is proposed, where the conditional distribution of the response variable, given covariates, is modelled by a parametric family of continuous or discrete distributions, and…

Methodology · Statistics 2025-01-13 Pavel Krupskii , Bouchra R Nasri , Bruno N Remillard

The cause of failure in cohort studies that involve competing risks is frequently incompletely observed. To address this, several methods have been proposed for the semiparametric proportional cause-specific hazards model under a missing at…

Methodology · Statistics 2020-02-24 Giorgos Bakoyannis , Ying Zhang , Constantin T. Yiannoutsos

This paper deals with a situation when one is interested in the dependence structure of a multidimensional response variable in the presence of a multivariate covariate. It is assumed that the covariate affects only the marginal…

Statistics Theory · Mathematics 2019-03-12 Marek Omelka , Šárka Hudecová , Natalie Neumeyer

Quantile regression is a field with steadily growing importance in statistical modeling. It is a complementary method to linear regression, since computing a range of conditional quantile functions provides a more accurate modelling of the…

Methodology · Statistics 2022-05-09 Marija Tepegjozova , Jing Zhou , Gerda Claeskens , Claudia Czado

Multivariate mixed-type outcomes are difficult to model jointly, and additional complexity arises when both marginal effects and dependence structures vary with a covariate such as age or time. Existing approaches often impose restrictive…

Methodology · Statistics 2026-04-15 Yujin Jeong , Seonghyun Jeong

Quantile regression, that is the prediction of conditional quantiles, has steadily gained importance in statistical modeling and financial applications. The authors introduce a new semiparametric quantile regression method based on…

Methodology · Statistics 2016-11-17 Daniel Kraus , Claudia Czado

We consider the complex data modeling problem motivated by the zero-inflated and overdispersed data from microbiome studies. Analyzing how microbiome abundance is associated with human biological features, such as BMI, is of great…

Methodology · Statistics 2025-03-31 Zirui Wang , Tianying Wang

This paper develops a two-part finite mixture quantile regression model for semi-continuous longitudinal data. The proposed methodology allows heterogeneity sources that influence the model for the binary response variable, to influence…

Methodology · Statistics 2021-07-19 Antonello Maruotti , Luca Merlo , Lea Petrella

Breast cancer patients may experience relapse or death after surgery during the follow-up period, leading to dependent censoring of relapse. This phenomenon, known as semi-competing risk, imposes challenges in analyzing treatment effects on…

Methodology · Statistics 2024-07-03 Tonghui Yu , Mengjiao Peng , Yifan Cui , Elynn Chen , Chixiang Chen

Semiparametric models are often considered for analyzing longitudinal data for a good balance between flexibility and parsimony. In this paper, we study a class of marginal partially linear quantile models with possibly varying…

Statistics Theory · Mathematics 2009-11-19 Huixia Judy Wang , Zhongyi Zhu , Jianhui Zhou

Use copula to model dependency of variable extends multivariate gaussian assumption. In this paper we first empirically studied copula regression model with continous response. Both simulation study and real data study are given. Secondly…

Methodology · Statistics 2021-01-05 Weijian Luo , Mai Wo
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