The jackknife's edge: inference for censored regression quantiles

DOI10.1016/j.csda.2013.10.017zbMath1506.62149OpenAlexW2088872537MaRDI QIDQ1623416

Stephen L. Portnoy

Publication date: 23 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2013.10.017

zbMATH Keywords

bootstrapresampledelete-\(d\)

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Censored data models (62N01)

Related Items

Canonical quantile regression ⋮ Saddlepoint tests for quantile regression

Uses Software

• quantreg

Cites Work

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• Quantile regression with doubly censored data
• Censored quantile regression for residual lifetimes
• A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
• Generalized bootstrap for estimators of minimizers of convex functions
• A general theory for jackknife variance estimation
• Empirical likelihood analysis for the heteroscedastic accelerated failure time model
• Survival Analysis With Quantile Regression Models
• Censored Regression Quantiles
• Asymptotics for censored regression quantiles