Bias-corrected estimation for conditional Pareto-type distributions with random right censoring
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DOI: 10.1007/s10687-019-00341-7
Abstract: We consider bias-reduced estimation of the extreme value index in conditional Pareto-type models with random covariates when the response variable is subject to random right censoring. The bias-correction is obtained by fitting the extended Pareto… read more here.
Keywords: pareto; conditional pareto; pareto type; right censoring ... See more keywords
Diagnosing Covariate Balance Across Levels of Right-Censoring, Before and After Applying Inverse Probability of Censoring Weights.
Sign Up to like & getrecommendations! Published in 2019 at "American journal of epidemiology"
DOI: 10.1093/aje/kwz136
Abstract: Covariate balance is a central concept in the potential outcomes literature. With selected populations or missing data, balance across treatment groups can be insufficient for estimating marginal treatment effects. Recently, a framework for using covariate… read more here.
Keywords: across levels; balance across; covariate balance; right censoring ... See more keywords
Estimation of reinforced urn processes under left-truncation and right-censoring
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DOI: 10.1098/rsos.221223
Abstract: We propose a non-parametric estimator for bivariate left-truncated and right-censored observations that combines the expectation–maximization algorithm and the reinforced urn process. The resulting expectation-reinforcement algorithm allows for the inclusion of experts’ knowledge in the form… read more here.
Keywords: truncation; left truncation; estimation reinforced; reinforced urn ... See more keywords
Estimation of a bivariate conditional copula when a variable is subject to random right censoring
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DOI: 10.1214/19-ejs1645
Abstract: Abstract: This paper concerns the dependence structure of a random pair (Y1, Y2) conditionally upon a covariate X in the case where the variable Y1 is subject to random right censoring. The dependence structure is… read more here.
Keywords: variable subject; subject random; right censoring; random ... See more keywords