Penalized composite quantile estimation for censored regression model with a diverging number of parameters

DOI10.1080/03610926.2015.1130840zbMath1391.62190OpenAlexW2473717497MaRDI QIDQ5349182

Huilan Liu, Hu Yang

Publication date: 23 August 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1130840

zbMATH Keywords

quantile regressioncensored datacomposite quantile regressionSCADinverse-censoring-probability

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Censored data models (62N01)

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