Quantile regression methods with varying-coefficient models for censored data
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Publication:1663290
DOI10.1016/j.csda.2015.02.011zbMath1468.62214OpenAlexW2048924727MaRDI QIDQ1663290
Shangyu Xie, Yong Zhou, Alan T. K. Wan
Publication date: 21 August 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.2015.02.011
composite quantile regressioninverse probability weightingcovariate-dependent censoringMM algorithmperturbation resampling
Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Estimation in survival analysis and censored data (62N02)
Related Items (8)
Model averaging estimation for varying-coefficient single-index models ⋮ Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random ⋮ A weighted quantile regression for nonlinear models with randomly censored data ⋮ Robust and sparse learning of varying coefficient models with high-dimensional features ⋮ An empirical likelihood method for quantile regression models with censored data ⋮ Semiparametric quantile regression with random censoring ⋮ A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model ⋮ Quantile regression and variable selection for partially linear single-index models with missing censoring indicators
Uses Software
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