publications

2025

1. PREPRINT

   Univariate and multivariate tests of equality of quantiles with right-censored data

   Beatriz Farah, Olivier Bouaziz, and Aurélien Latouche

   arXiv preprint arXiv:2505.03234 Apr 2025

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   A nonparametric test for equality of quantiles in the presence of right-censored data is studied. We propose to construct an asymptotic test statistic for the comparison of one quantile between two treatment groups, as well as for the comparison of a collection of quantiles. Under the null hypothesis of equality of quantiles, the test statistic follows asymptotically a normal distribution in the univariate case and a chi-square with J degrees of freedom in the multivariate case, with J the number of quantiles compared. Deriving the variance of the test statistic requires the estimation of the probability density function of the distribution of failure times at the quantile being tested. A resampling method is presented as an alternative to kernel density estimation to perform such task. Extensive simulation studies are performed to show that the proposed approach provides reasonable type I probabilities and powers. We illustrate the proposed test in a phase III randomized clinical trial where the proportional hazards assumption between treatment arms does not hold.

   @article{farah2025univariatemultivariatetestsequality,
     author = {Farah, Beatriz and Bouaziz, Olivier and Latouche, Aurélien},
     journal = {arXiv preprint arXiv:2505.03234},
     title = {Univariate and multivariate tests of equality of quantiles with right-censored data},
     year = {2025},
     month = apr,
   }

2. PREPRINT

   A note on a resampling procedure for estimating the density at a given quantile

   Beatriz Farah, Aurélien Latouche, and Olivier Bouaziz

   arXiv preprint arXiv:2509.02207 Sep 2025

   Abs arXiv Bib PDF Code

   In this paper we refine the procedure proposed by Lin et al. (2015) to estimate the density at a given quantile based on a resampling method. The approach consists on generating multiple samples of the zero-mean Gaussian variable from which a least square estimator is constructed. The main advantage of the proposed method is that it provides an estimation directly at the quantile of interest, thus achieving the parametric rate of convergence. In this study, we investigate the critical role of the variance of the sampled Gaussians on the accuracy of the estimation. We provide theoretical guarantees on this variance that ensure the consistency of the estimator, and we propose a gridsearch algorithm for automatic variance selection in practical applications. We demonstrate the performance of the proposed estimator in simulations and compare the results with those obtained using kernel density estimator.

   @article{farah2025note,
     author = {Farah, Beatriz and Latouche, Aurélien and Bouaziz, Olivier},
     journal = {arXiv preprint arXiv:2509.02207},
     title = {A note on a resampling procedure for estimating the density at a given quantile},
     year = {2025},
     month = sep,
   }