An informative subset-based estimator for censored quantile regression

DOI10.1007/s11749-011-0266-yzbMath1284.62269OpenAlexW2038320436WikidataQ57429878 ScholiaQ57429878MaRDI QIDQ1946879

Yanlin Tang, Huixia Judy Wang, Xuming He, Zhong-yi Zhu

Publication date: 10 April 2013

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-011-0266-y

zbMATH Keywords

asymptotic efficiencyquantile regressionnonparametricfixed censoringcensoring probabilityinformative subset

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Censored data models (62N01) Estimation in survival analysis and censored data (62N02)

Related Items

Variable selection in censored quantile regression with high dimensional data, Quantile regression for panel data models with fixed effects under random censoring, Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood, The quantile process under random censoring, Bias-corrected quantile regression estimation of censored regression models, Censored quantile regression processes under dependence and penalization, A panel quantile approach to attrition bias in big data: evidence from a randomized experiment, Sequential estimation of censored quantile regression models, Bayesian regularized quantile structural equation models, Two step composite quantile regression for single-index models, Exact computation of censored least absolute deviations estimator, Estimation of Censored Quantile Regression for Panel Data With Fixed Effects

Uses Software

• quantreg

Cites Work

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