相关论文: Estimation in a semiparametric modulated renewal p…
This paper studies identification and inference in transformation models with endogenous censoring. Many kinds of duration models, such as the accelerated failure time model, proportional hazard model, and mixed proportional hazard model,…
A class of estimating functions is introduced for the regression parameter of the Cox proportional hazards model to allow unknown failure statuses on some study subjects. The consistency and asymptotic normality of the resulting estimators…
Additive regression provides an extension of linear regression by modeling the signal of a response as a sum of functions of covariates of relatively low complexity. We study penalized estimation in high-dimensional nonparametric additive…
We consider estimation in a class of semiparametric transformation models for right--censored data. These models gained much attention in survival analysis; however, most authors consider only regression models derived from frailty…
The paper considers nonparametric kernel density/regression estimation from a stochastic optimization point of view. The estimation problem is represented through a family of stochastic optimization problems. Recursive constrained…
The cumulative incidence is the probability of failure from the cause of interest over a certain time period in the presence of other risks. A semiparametric regression model proposed by Fine and Gray (1999) has become the method of choice…
This paper provides some extended results on estimating parameter matrix of several regression models when the covariate or response possesses weaker moment condition. We study the $M$-estimator of Fan et al. (Ann Stat 49(3):1239--1266,…
The paper deals with the nonparametric estimation problem at a given fixed point for an autoregressive model with unknown distributed noise. Kernel estimate modifications are proposed. Asymptotic minimax and efficiency properties for…
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…
Multimodal regression estimation methods are introduced for regression models involving circular response and/or covariate. The regression estimators are based on the maximization of the conditional densities of the response variable over…
We consider a re-sampling scheme for estimation of the population parameters in the mixed effects nonlinear regression models of the type use for example in clinical pharmacokinetics, say. We provide an estimation procedure which {\it…
This paper is devoted to the nonparametric estimation of the jump rate and the cumulative rate for a general class of non-homogeneous marked renewal processes, defined on a separable metric space. In our framework, the estimation needs only…
We consider a regression modeling of the quantiles of residual life, remaining lifetime at a specific time. We propose a smoothed induced version of the existing non-smooth estimating equations approaches for estimating regression…
Cox proportional hazard regression model is a popular tool to analyze the relationship between a censored lifetime variable with other relevant factors. The semi-parametric Cox model is widely used to study different types of data arising…
This paper presents the recurrent estimation of distributions (RED) for modeling real-valued data in a semiparametric fashion. RED models make two novel uses of recurrent neural networks (RNNs) for density estimation of general real-valued…
The semiparametric accelerated failure time model is not as widely used as the Cox relative risk model mainly due to computational difficulties. Recent developments in least squares estimation and induced smoothing estimating equations…
In this review we cover the basics of efficient nonparametric parameter estimation (also called functional estimation), with a focus on parameters that arise in causal inference problems. We review both efficiency bounds (i.e., what is the…
We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by…
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…
Survival analysis can sometimes involve individuals who will not experience the event of interest, forming what is known as the cured group. Identifying such individuals is not always possible beforehand, as they provide only right-censored…