Self-consistent estimation of censored quantile regression
From MaRDI portal
Publication:764505
DOI10.1016/J.JMVA.2011.10.005zbMath1236.62034OpenAlexW2045599423MaRDI QIDQ764505
Publication date: 13 March 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2011.10.005
Nonparametric regression and quantile regression (62G08) Multivariate analysis (62H99) Asymptotic properties of nonparametric inference (62G20) Censored data models (62N01)
Related Items (5)
Quantile regression models for current status data ⋮ Comparison of quantile regression curves with censored data ⋮ Buckley–James-type estimation of quantile regression with recurrent gap time data ⋮ High dimensional censored quantile regression ⋮ Scalable estimation and inference for censored quantile regression process
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Quantile calculus and censored regression
- On monotonicity of regression quantile functions
- Least absolute deviations estimation for the censored regression model
- Censored regression quantiles
- Nonparametric inference for a family of counting processes
- Monotone estimating equations for censored data
- Quantile regression under random censoring.
- Nonparametric Estimation from Incomplete Observations
- Survival Analysis With Quantile Regression Models
- Regression Quantiles
- Censored Regression Quantiles
- An Alternative Estimator for the Censored Quantile Regression Model
- Nonparametric Estimation of a Survivorship Function with Doubly Censored Data
- Median regression and the missing information principle
- Survival Analysis with Median Regression Models
- Asymptotics for censored regression quantiles
- Locally Weighted Censored Quantile Regression
This page was built for publication: Self-consistent estimation of censored quantile regression