A quantile regression estimator for censored data

DOI10.3150/11-BEJ388zbMath1259.62019arXiv1302.0181MaRDI QIDQ1940762

Chenlei Leng, Xing-wei Tong

Publication date: 7 March 2013

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1302.0181

zbMATH Keywords

Kaplan-Meier estimateaccelerated failure time modelcensored quantile regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Censored data models (62N01) Reliability and life testing (62N05)

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Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring, An estimating equation for censored and truncated quantile regression, Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random, Identifiability conditions for the linear regression model under right censoring, Two-step semiparametric empirical likelihood inference, The quantile process under random censoring, Quantile regression for survival data with covariates subject to detection limits, Quantile forward regression for high-dimensional survival data, From regression rank scores to robust inference for censored quantile regression, Censored quantile regression processes under dependence and penalization, Weighted quantile regression for censored data with application to export duration data, Penalized regression across multiple quantiles under random censoring, Semiparametric quantile regression with random censoring, A New Approach to Censored Quantile Regression Estimation, Quantile regression and variable selection for partially linear single-index models with missing censoring indicators, An Adapted Loss Function for Censored Quantile Regression, Scalable estimation and inference for censored quantile regression process

Uses Software

• quantreg

Cites Work

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