Variable selection and coefficient estimation via composite quantile regression with randomly censored data (Q419227): Difference between revisions

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+An Alternative Estimator for the Censored Quantile Regression Model
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Asymptotic properties of a generalized kaplan-meier estimator with some applications
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+Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
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+New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
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+Limiting distributions for \(L_1\) regression estimators under general conditions
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+Quantile regression for longitudinal data
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+Q3413299
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+Regression Quantiles
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+Reappraising Medfly Longevity
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+Weighted least squares method for censored linear models
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+Survival Analysis With Quantile Regression Models
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+Censored Regression Quantiles
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+Least absolute deviations estimation for the censored regression model
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+Censored regression quantiles
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+Q4272617
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+Q4864293
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+Statistical Analysis of Financial Data in S-Plus
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+Locally Weighted Censored Quantile Regression
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+Conditional growth charts. (With discussion and rejoinder)
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+Censored Median Regression Using Weighted Empirical Survival and Hazard Functions
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+Survival Analysis with Median Regression Models
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+Adaptive Lasso for Cox's proportional hazards model
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+The Adaptive Lasso and Its Oracle Properties
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+Composite quantile regression and the oracle model selection theory
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