Weighted composite quantile estimation and variable selection method for censored regression model
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Publication:419199
DOI10.1016/j.spl.2011.11.021zbMath1237.62049MaRDI QIDQ419199
Zhan-Gong Zhou, Linjun Tang, Chang-Chun Wu
Publication date: 18 May 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2011.11.021
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
62P10: Applications of statistics to biology and medical sciences; meta analysis
60F05: Central limit and other weak theorems
62N01: Censored data models
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Penalized weighted composite quantile estimators with missing covariates, Weighted composite quantile regression for single-index models, Asymptotic normality for a local composite quantile regression estimator of regression function with truncated data, Testing for the parametric component of partially linear EV models under random censorship, Estimation and test procedures for composite quantile regression with covariates missing at random, Testing in linear composite quantile regression models, The LAD estimation of the change-point linear model with randomly censored data
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Cites Work
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