High dimensional censored quantile regression

DOI10.1214/17-AOS1551zbMath1416.62236WikidataQ57826138 ScholiaQ57826138MaRDI QIDQ1747740

Qi Zheng, Limin Peng, Xuming He

Publication date: 27 April 2018

Published in: The Annals of Statistics (Search for Journal in Brave)

zbMATH Keywords

penalty functionssurvival datahigh dimensioncensored quantile regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Censored data models (62N01) Estimation in survival analysis and censored data (62N02)

Related Items

Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data, Sparsity identification in ultra-high dimensional quantile regression models with longitudinal data, Two-step estimation of censored quantile regression for duration models with time-varying regressors, Sparse quantile regression, Inference for High-Dimensional Censored Quantile Regression, -Penalized Pairwise Difference Estimation for a High-Dimensional Censored Regression Model, High dimensional censored quantile regression, Quantile regression under memory constraint, Scalable estimation and inference for censored quantile regression process

Uses Software

• quantreg

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Nearly unbiased variable selection under minimax concave penalty
• The Adaptive Lasso and Its Oracle Properties
• Regularization for Cox's proportional hazards model with NP-dimensionality
• Censored quantile regression processes under dependence and penalization
• Variable selection in the accelerated failure time model via the bridge method
• Shrinkage estimation of varying covariate effects based on quantile regression
• Self-consistent estimation of censored quantile regression
• Globally adaptive quantile regression with ultra-high dimensional data
• The sparsity and bias of the LASSO selection in high-dimensional linear regression
• Sparse estimation and inference for censored median regression
• Censored regression quantiles
• On parameters of increasing dimensions
• High dimensional censored quantile regression
• Adaptive penalized quantile regression for high dimensional data
• On Lasso for censored data
• Simultaneous analysis of Lasso and Dantzig selector
• High-dimensional generalized linear models and the lasso
• \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
• Adaptive robust variable selection
• Regularized Estimation in the Accelerated Failure Time Model with High-Dimensional Covariates
• Survival Analysis With Quantile Regression Models
• Regression Quantiles
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Censored Regression Quantiles
• The Generic Chaining
• Survival Analysis with Median Regression Models
• Variable selection for censored quantile regression
• Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
• Asymptotics for censored regression quantiles
• Locally Weighted Censored Quantile Regression