70 citations · 200 across the 28 of their papers we have counts for
33 papers
Optimal Feature-Based Newsvendor Policies under Censored Demand
Joost van der Haar, Ilias Willems, Joachim Arts +1
We investigate a newsvendor problem where a decision-maker observes a z-dimensional vector of covariates, and wants to learn how much stock to order given a sample of size n of cen…
Goodness-of-fit for distributions on metric spaces
Diego Serrano, Eduardo García-Portugués, Ingrid Van Keilegom
We propose a general goodness-of-fit framework for distributions on separable metric spaces. Under suitable identifiability conditions, probability distributions are characterized…
Copula based dependent censoring in cure models with covariates
Morine Delhelle, Anouar El Ghouch, Ingrid Van Keilegom
In survival analysis, the time-to-event variable T is frequently subject to right censoring. Individuals may withdraw from the study for various reasons, or may not experience the…
High-dimensional censored MIDAS logistic regression for corporate survival forecasting
Wei Miao, Jad Beyhum, Jonas Striaukas +1
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…
Copula based dependent censoring in cure models
Morine Delhelle, Ingrid Van Keilegom
In this paper we consider a time-to-event variable that is subject to random right censoring, and we assume that the censoring time is stochastically dependent on and t…
A flexible control function approach for survival data subject to different types of censoring
Ilias Willems, Sara Rutten, Gilles Crommen +1
This paper addresses the problem of identifying and estimating the causal effect of a treatment in the presence of unmeasured confounding and various types of right-censoring. Exam…
Nonparametric incidence estimation and bootstrap bandwidth selection in mixture cure models
Ana López-Cheda, Ricardo Cao, M. Amalia Jácome +1
A completely nonparametric method for the estimation of mixture cure models is proposed. A nonparametric estimator of the incidence is extensively studied and a nonparametric estim…
Nonparametric covariate hypothesis tests for the cure rate in mixture cure models
Ana López-Cheda, M. Amalia Jácome, Ingrid Van Keilegom +1
In lifetime data, like cancer studies, theremay be long term survivors, which lead to heavy censoring at the end of the follow-up period. Since a standard survival model is not app…
Instrumental variable estimation of the proportional hazards model by presmoothing
Lorenzo Tedesco, Jad Beyhum, Ingrid Van Keilegom
We consider instrumental variable estimation of the proportional hazards model of Cox (1972). The instrument and the endogenous variable are discrete but there can be (possibly con…
Testing for sufficient follow-up in censored survival data by using extremes
Ping Xie, Mikael Escobar-Bach, Ingrid Van Keilegom
In survival analysis, it often happens that some individuals, referred to as cured individuals, never experience the event of interest. When analyzing time-to-event data with a cur…
Comparison of Quantile Regression Curves with Censored Data
Lorenzo Tedesco, Ingrid Van Keilegom
This paper proposes a new test for the comparison of conditional quantile curves when the outcome of interest, typically a duration, is subject to right censoring. The test can be…
Density estimation and regression analysis on S^d in the presence of measurement error
Jeong Min Jeon, Ingrid Van Keilegom
This paper studies density estimation and regression analysis with contaminated data observed on the unit hypersphere S^d. Our methodology and theory are based on harmonic analysis…
Instrumental variable quantile regression under random right censoring
Jad Beyhum, Lorenzo Tedesco, Ingrid Van Keilegom
This paper studies a semiparametric quantile regression model with endogenous variables and random right censoring. The endogeneity issue is solved using instrumental variables. It…
Testing for homogeneous treatment effects in linear and nonparametric instrumental variable models
Jad Beyhum, Jean-Pierre Florens, Elia Lapenta +1
The hypothesis of homogeneous treatment effects is central to the instrumental variables literature. This assumption signifies that treatment effects are constant across all subjec…
An instrumental variable approach under dependent censoring
Gilles Crommen, Jad Beyhum, Ingrid Van Keilegom
This paper considers the problem of inferring the causal effect of a variable on a dependently censored survival time . We allow for unobserved confounding variables, such t…
A 2-step estimation procedure for semiparametric mixture cure models
Eni Musta, Valentin Patilea, Ingrid Van Keilegom
Cure models have been developed as an alternative modelling approach to conventional survival analysis in order to account for the presence of cured subjects that will never experi…
Instrumental variable estimation of dynamic treatment effects on a duration outcome
Jad Beyhum, Samuele Centorrino, Jean-Pierre Florens +1
This paper considers identification and estimation of the causal effect of the time Z until a subject is treated on a survival outcome T. The treatment is not randomly assigned, T…
A test for comparing conditional ROC curves with multidimensional covariates
Arís Fanjul-Hevia, Juan Carlos Pardo-Fernández, Ingrid Van Keilegom +1
The comparison of Receiver Operating Characteristic (ROC) curves is frequently used in the literature to compare the discriminatory capability of different classification procedure…
Semi-Parametric Estimation of Incubation and Generation Times by Means of Laguerre Polynomials
Alexander Kreiss, Ingrid Van Keilegom
In epidemics many interesting quantities, like the reproduction number, depend on the incubation period (time from infection to symptom onset) and/or the generation time (time unti…
Nonparametric instrumental regression with right censored duration outcomes
Jad Beyhum, Jean-Pierre FLorens, Ingrid Van Keilegom
This paper analyzes the effect of a discrete treatment Z on a duration T. The treatment is not randomly assigned. The confounding issue is treated using a discrete instrumental var…
A presmoothing approach for estimation in semiparametric mixture cure models
Eni Musta, Valentin Patilea, Ingrid Van Keilegom
A challenge when dealing with survival analysis data is accounting for a cure fraction, meaning that some subjects will never experience the event of interest. Mixture cure models…
Specification testing in semi-parametric transformation models
Nick Kloodt, Natalie Neumeyer, Ingrid Van Keilegom
In transformation regression models the response is transformed before fitting a regression model to covariates and transformed response. We assume such a model where the errors ar…
Wild Residual Bootstrap Inference for Penalized Quantile Regression with Heteroscedastic Errors
Lan Wang, Ingrid Van Keilegrom, Adam Maidman
We consider a heteroscedastic regression model in which some of the regression coefficients are zero but it is not known which ones. Penalized quantile regression is a useful appro…
An Adapted Loss Function for Censored Quantile Regression
Mickaël De Backer, Anouar El Ghouch, Ingrid Van Keilegom
In this paper, we study a novel approach for the estimation of quantiles when facing potential right censoring of the responses. Contrary to the existing literature on the subject,…