Censored quantile regression via Box-Cox transformation under conditional independence

DOI10.5705/SS.2012.089zbMath1285.62043OpenAlexW2019934609MaRDI QIDQ5413254

Chenlei Leng, Xing-wei Tong

Publication date: 29 April 2014

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/573446e22d45ddf4247583bafa91a4e798731ead

zbMATH Keywords

martingalesempirical processesestimating equationsaccelerated 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) Estimation in survival analysis and censored data (62N02) Reliability and life testing (62N05)

Related Items (7)

Regularized linear censored quantile regression ⋮ Empirical likelihood based tests for detecting the presence of significant predictors in marginal quantile regression ⋮ Efficient Estimation for Censored Quantile Regression ⋮ Quantile regression under memory constraint ⋮ Predicting disease risks by matching quantiles estimation for censored data ⋮ On the estimation of the variability in the distribution tail ⋮ Transformed Dynamic Quantile Regression on Censored Data

This page was built for publication: Censored quantile regression via Box-Cox transformation under conditional independence