相关论文: High-dimensional Censored Regression via the Penal…

Censored response variables--where outcomes are only partially observed due to known bounds--arise in numerous scientific domains and present serious challenges for regression analysis. The Tobit model, a classical solution for handling…

Censored data are quite common in statistics and have been studied in depth in the last years. In this paper we consider censored high-dimensional data. High-dimensional models are in some way more complex than their low-dimensional…

While extensive research has been conducted on high-dimensional data and on regression with left-censored responses, simultaneously addressing these complexities remains challenging, with only a few proposed methods available. In this…

Regression method has been widely used to explore relationship between dependent and independent variables. In practice, data issues such as censoring and missing data often exist. When the response variable is (fixed) censored, Tobit…

Censoring occurs when an outcome is unobserved beyond some threshold value. Methods that do not account for censoring produce biased predictions of the unobserved outcome. This paper introduces Type I Tobit Bayesian Additive Regression Tree…

The classic censored regression model (tobit model) has been widely used in the economic literature. This model assumes normality for the error distribution and is not recommended for cases where positive skewness is present. Moreover, in…

When modelling censored observations, a typical approach in current regression methods is to use a censored-Gaussian (i.e. Tobit) model to describe the conditional output distribution. In this paper, as in the case of missing data, we argue…

In many fields of study, we only observe lower bounds on the true response value of some experiments. When fitting a regression model to predict the distribution of the outcomes, we cannot simply drop these right-censored observations, but…

This paper addresses the challenge of forecasting corporate distress, a problem marked by three key statistical hurdles: (i) right censoring, (ii) high-dimensional predictors, and (iii) mixed-frequency data. To overcome these complexities,…

This paper develops robust confidence intervals in high-dimensional and left-censored regression. Type-I censored regression models are extremely common in practice, where a competing event makes the variable of interest unobservable.…

Beta regression is commonly employed when the outcome variable is a proportion. Since its conception, the approach has been widely used in applications spanning various scientific fields. A series of extensions have been proposed over time,…

Penalized likelihood approaches are widely used for high-dimensional regression. Although many methods have been proposed and the associated theory is now well-developed, the relative efficacy of different approaches in finite-sample…

The statistical regression technique is an extraordinarily essential data fitting tool to explore the potential possible generation mechanism of the random phenomenon. Therefore, the model selection or the variable selection is becoming…

Classical penalized likelihood regression problems deal with the case that the independent variables data are known exactly. In practice, however, it is common to observe data with incomplete covariate information. We are concerned with a…

High-dimensional sparse modeling with censored survival data is of great practical importance, as exemplified by modern applications in high-throughput genomic data analysis and credit risk analysis. In this article, we propose a class of…

Censored quantile regression has emerged as a prominent alternative to classical Cox's proportional hazards model or accelerated failure time model in both theoretical and applied statistics. While quantile regression has been extensively…

The popularity of penalized regression in high-dimensional data analysis has led to a demand for new inferential tools for these models. False discovery rate control is widely used in high-dimensional hypothesis testing, but has only…

A common assumption regarding the standard tobit model is the normality of the error distribution. However, asymmetry and bimodality may be present and alternative tobit models must be used. In this paper, we propose a tobit model based on…

This paper studies macroeconomic forecasting and variable selection using a folded-concave penalized regression with a very large number of predictors. The penalized regression approach leads to sparse estimates of the regression…

We propose and study M-estimation to estimate the parameters in the censored regression model in the presence of endogeneity, i.e., the Tobit model. In the course of this study, we follow two-stage procedures: the first stage consists of…