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Assume we observe a finite number of inspection times together with information on whether a specific event has occurred before each of these times. Suppose replicated measurements are available on multiple event times. The set of…

统计理论 · 数学 2020-11-17 Geurt Jongbloed , Frank van der Meulen , Lixue Pang

Piecewise constant priors are routinely used in the Bayesian Cox proportional hazards model for survival analysis. Despite its popularity, large sample properties of this Bayesian method are not yet well understood. This work provides a…

统计理论 · 数学 2023-06-16 Bo Y. -C. Ning , Ismaël Castillo

Nonparametric series regression often involves specification search over the tuning parameter, i.e., evaluating estimates and confidence intervals with a different number of series terms. This paper develops pointwise and uniform inferences…

计量经济学 · 经济学 2020-02-26 Byunghoon Kang

Standard penalized methods of variable selection and parameter estimation rely on the magnitude of coefficient estimates to decide which variables to include in the final model. However, coefficient estimates are unreliable when the design…

统计方法学 · 统计学 2018-02-13 Jonathan P Williams , Jan Hannig

The mean residual life function is a key functional for a survival distribution. It has a practically useful interpretation as the expected remaining lifetime given survival up to a particular time point, and it also characterizes the…

应用统计 · 统计学 2024-01-26 Valerie Poynor , Athanasios Kottas

We show that two popular selective inference procedures, namely data carving (Fithian et al., 2017) and selection with a randomized response (Tian et al., 2018b), when combined with the polyhedral method (Lee et al., 2016), result in…

统计方法学 · 统计学 2024-02-22 Danijel Kivaranovic , Hannes Leeb

In the context of right-censored and interval-censored data we develop asymptotic formulas to compute pseudo-observations for the survival function and the Restricted Mean Survival Time (RMST). Those formulas are based on the original…

统计理论 · 数学 2023-02-07 Olivier Bouaziz

Confidence intervals (CIs) are instrumental in statistical analysis, providing a range estimate of the parameters. In modern statistics, selective inference is common, where only certain parameters are highlighted. However, this selective…

统计方法学 · 统计学 2025-09-17 Tzviel Frostig , Yoav Benjamini , Ruth Heller

We propose a semiparametric framework for causal inference with right-censored survival outcomes and many weak invalid instruments, motivated by Mendelian randomization in biobank studies where classical methods may fail. We adopt an…

统计方法学 · 统计学 2025-10-06 Qiushi Bu , Wen Su , Xingqiu Zhao , Zhonghua Liu

The causal dose response curve is commonly selected as the statistical parameter of interest in studies where the goal is to understand the effect of a continuous exposure on an outcome.Most of the available methodology for statistical…

The prominent Bernstein -- von Mises (BvM) result claims that the posterior distribution after centering by the efficient estimator and standardizing by the square root of the total Fisher information is nearly standard normal. In…

统计理论 · 数学 2020-06-02 Vladimir Spokoiny , Maxim Panov

We introduce a semi-parametric Bayesian model for survival analysis. The model is centred on a parametric baseline hazard, and uses a Gaussian process to model variations away from it nonparametrically, as well as dependence on covariates.…

机器学习 · 统计学 2016-11-04 Tamara Fernández , Nicolás Rivera , Yee Whye Teh

Formulating a statistical inverse problem as one of inference in a Bayesian model has great appeal, notably for what this brings in terms of coherence, the interpretability of regularisation penalties, the integration of all uncertainties,…

统计理论 · 数学 2012-12-19 Natalia A. Bochkina , Peter J. Green

We consider the problem of constructing confidence intervals for the median of a response $Y \in \mathbb{R}$ conditional on features $X \in \mathbb{R}^d$ in a situation where we are not willing to make any assumption whatsoever on the…

统计理论 · 数学 2021-09-07 Dhruv Medarametla , Emmanuel J. Candès

In recent years, cancer clinical trials have increasingly encountered non proportional hazards (NPH) scenarios, particularly with the emergence of immunotherapy. In randomized controlled trials comparing immunotherapy with conventional…

应用统计 · 统计学 2025-02-28 Takuto Iijima , Tomotaka Momozaki , Shuji Ando

The usual parametric models for survival data are of the following form. Some parametrically specified hazard rate $\alpha(s,\theta)$ is assumed for possibly censored random life times $X_1^0,\ldots,X_n^0$; one observes only…

统计方法学 · 统计学 2026-03-25 Nils Lid Hjort

This article addresses calibration challenges in analytical chemistry by employing a random-effects calibration curve model and its generalizations to capture variability in analyte concentrations. The model is motivated by specific issues…

统计方法学 · 统计学 2026-01-27 Soumya Sahu , Thomas Mathew , Robert Gibbons , Dulal K. Bhaumik

Variable selection for regression models plays a key role in the analysis of biomedical data. However, inference after selection is not covered by classical statistical frequentist theory which assumes a fixed set of covariates in the…

统计方法学 · 统计学 2021-07-21 Michael Kammer , Daniela Dunkler , Stefan Michiels , Georg Heinze

In this article, we consider the problem of constructing the confidence interval and testing hypothesis for the common coefficient of variation (CV) of several normal populations. A new method is suggested using the concepts of generalized…

统计理论 · 数学 2014-05-05 Javad Behboodian , Ali Akbar Jafari

A robust prediction model invoking the Takens embedding theorem, whose \textit{working hypothesis} is obtained via an inference procedure based on the minimum Fisher information principle, is presented. The coefficients of the ansatz,…

统计方法学 · 统计学 2017-04-26 R. C. Venkatesan , A. Plastino