Censored quantile regression processes under dependence and penalization

DOI10.1214/14-EJS54zbMath1349.62488arXiv1208.5467OpenAlexW2111581976MaRDI QIDQ471971

Jens Wagener, Stanislav Volgushev, Dette, Holger

Publication date: 18 November 2014

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1208.5467

zbMATH Keywords

weak convergenceBahadur representationquantile regressioncensored datavariable selectiondependent data

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Central limit and other weak theorems (60F05) Censored data models (62N01) Estimation in survival analysis and censored data (62N02)

Related Items (4)

Variable selection in censored quantile regression with high dimensional data ⋮ High dimensional censored quantile regression ⋮ Quantile regression under memory constraint ⋮ Scalable estimation and inference for censored quantile regression process

Uses Software

• quantreg

Cites Work

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