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Abstract We propose an efficient estimator for the coefficients in censored quantile regression using the envelope model. The envelope model uses dimension reduction techniques to identify material and immaterial components in the data, and forms the estimator based only on the material component, thus reducing the variability of estimation. We will demonstrate the guaranteed asymptotic efficiency gain of our proposed envelope estimator over the traditional estimator for censored quantile regression. Our analysis begins with the local weighing approach that traditionally relies on semiparametric ‐estimation involving the conditional Kaplan–Meier estimator. We will instead invoke the independent identically distributed (i.i.d.) representation of the Kaplan–Meier estimator, which eliminates this infinite‐dimensional nuisance and transforms our objective function in ‐estimation into a ‐process indexed by only an Euclidean parameter. The modified ‐estimation problem becomes entirely parametric and hence more amenable to analysis. We will also reconsider the i.i.d. representation of the conditional Kaplan–Meier estimator. 

Background: A key challenge in estimating epidemiological parameters for a pandemic such as the initial COVID-19 outbreak in Wuhan is the discrepancy between the officially reported number of infections and the true number of infections. A common approach to tackling the challenge is to use the number of infections exported from the originating city to infer the true number. This approach can only provide a static estimate of the epidemiological parameters before city lockdown because there are almost no exported cases thereafter.Methods: We propose a Bayesian estimation method that dynamically estimates the epidemiological parameters by recovering true numbers of infections from day-to-day official numbers. To illustrate the use of this method, we provide a comprehensive retrospection on how the COVID-19 had progressed in Wuhan from January 19 to March 5, 2020. Particularly, we estimate that the outbreak sizes by January 23 and March 5 were 11,239 [95% CI 4,794–22,372] and 124,506 [95% CI 69,526–265,113], respectively.Results: The effective reproduction number attained its maximum on January 24 (3.42 [95% CI 3.34–3.50]) and became less than 1 from February 7 (0.76 [95% CI 0.65–0.92]). We also estimate the effects of two major government interventions on the spread of COVID-19 in Wuhan.Conclusions: This case study by our proposed method affirms the believed importance and effectiveness of imposing tight non-essential travel restrictions and affirm the importance and effectiveness of government interventions (e.g., transportation suspension and large scale hospitalization) for effective mitigation of COVID-19 community spread. 

It is often reported in the forecast combination literature that a simple average of candidate forecasts is more robust than sophisticated combining methods. This phenomenon is usually referred to as the “forecast combination puzzle”. Motivated by this puzzle, we explore its possible explanations, including high variance in estimating the target optimal weights (estimation error), invalid weighting formulas, and model/candidate screening before combination. We show that the existing understanding of the puzzle should be complemented by the distinction of different forecast combination scenarios known as combining for adaptation and combining for improvement. Applying combining methods without considering the underlying scenario can itself cause the puzzle. Based on our new understandings, both simulations and real data evaluations are conducted to illustrate the causes of the puzzle. We further propose a multi-level AFTER strategy that can integrate the strengths of different combining methods and adapt intelligently to the underlying scenario. In particular, by treating the simple average as a candidate forecast, the proposed strategy is shown to reduce the heavy cost of estimation error and, to a large extent, mitigate the puzzle.