相关论文: Efficient estimation in the accelerated failure ti…

Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…

To tackle massive data, subsampling is a practical approach to select the more informative data points. However, when responses are expensive to measure, developing efficient subsampling schemes is challenging, and an optimal sampling…

When the rate parameter of the exponential distribution is associated with predictors, then the main interest will be how to estimate the regression parameter. In this paper, we will investigate how to estimate the parameter on the…

We propose generalized additive partial linear models for complex data which allow one to capture nonlinear patterns of some covariates, in the presence of linear components. The proposed method improves estimation efficiency and increases…

Recent studies have shown that ensemble approaches could not only improve accuracy and but also estimate model uncertainty in deep learning. However, it requires a large number of parameters according to the increase of ensemble models for…

We investigate the parameter estimation of regression models with fixed group effects, when the group variable is missing while group related variables are available. This problem involves clustering to infer the missing group variable…

We develop a distribution-free, unsupervised anomaly detection method called ECAD, which wraps around any regression algorithm and sequentially detects anomalies. Rooted in conformal prediction, ECAD does not require data exchangeability…

We consider generalized linear regression analysis with left-censored covariate due to the lower limit of detection. Complete case analysis by eliminating observations with values below limit of detection yields valid estimates for…

Estimation of the four generalized lambda distribution parameters is not straightforward, and available estimators that perform best have large computation times. In this paper, we introduce a simple two-step estimator of the parameters…

The complexity of semiparametric models poses new challenges to statistical inference and model selection that frequently arise from real applications. In this work, we propose new estimation and variable selection procedures for the…

Let $Y$ be a Gaussian vector whose components are independent with a common unknown variance. We consider the problem of estimating the mean $\mu$ of $Y$ by model selection. More precisely, we start with a collection…

In this paper, we are interested in nonparametric kernel estimation of a generalized regression function, including conditional cumulative distribution and conditional quantile functions, based on an incomplete sample $(X_t, Y_t,…

This article considers nonparametric regression models with multivariate covariates and with responses missing at random. We estimate the regression function with a local polynomial smoother. The residual-based empirical distribution…

With regard to a three-step estimation procedure, proposed without theoretical discussion by Li and You in Journal of Applied Statistics and Management, for a nonparametric regression model with time-varying regression function, local…

The causal effect of an intervention (treatment/exposure) on an outcome can be estimated by: i) specifying knowledge about the data-generating process; ii) assessing under what assumptions a target quantity, such as for example a causal…

Performance estimation aims at estimating the loss that a predictive model will incur on unseen data. These procedures are part of the pipeline in every machine learning project and are used for assessing the overall generalisation ability…

This paper considers M-estimation of a nonlinear regression model with multiple change-points occuring at unknown times. The multi-phase random design regression model, discontinuous in each change-point, have an arbitrary error $\epsilon$.…

Robust estimation and variable selection procedure are developed for the extended t-process regression model with functional data. Statistical properties such as consistency of estimators and predictions are obtained. Numerical studies show…

This paper analyzes the classical linear regression model with measurement errors in all the variables. First, we provide necessary and sufficient conditions for identification of the coefficients. We show that the coefficients are not…

Accurate assessment of systematic uncertainties is an increasingly vital task in physics studies, where large, high-dimensional datasets, like those collected at the Large Hadron Collider, hold the key to new discoveries. Common approaches…