Assessing quantile prediction with censored quantile regression models

DOI10.1111/BIOM.12627MaRDI QIDQ5283307zbMATH OpenOpenAlexWikidataFDO

Authors Ruosha Li, Limin Peng

Publication date 21 July 2017

Published in Biometrics (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc5462897

zbMATH Keywords

censored quantile regressionmodel comparisonsmodel mis-specificationperturbation resamplingpredictive performancesurvival quantiles

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Censored data models (62N01) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

• A Lack-of-Fit Test for Quantile Regression
• A simple censored median regression estimator
• A simple resampling method by perturbing the minimand
• Analysis of least absolute deviation
• Assessing model adequacy in possibly misspecified quantile regression
• Causal inference on the difference of the restricted mean lifetime between two groups
• Censored Regression Quantiles
• Composite quantile regression and the oracle model selection theory
• Evaluating Prediction Rules fort-Year Survivors With Censored Regression Models
• Goodness of Fit and Related Inference Processes for Quantile Regression
• Locally weighted censored quantile regression
• Model evaluation based on the sampling distribution of estimated absolute prediction error
• Nonparametric test for checking lack of fit of the quantite regression model under random censoring
• Q-learning with censored data
• Quantile calculus and censored regression
• Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
• Regression Quantiles
• Restricted Mean Life with Covariates: Modification and Extension of a Useful Survival Analysis Method
• Shrinkage estimation of varying covariate effects based on quantile regression
• Survival Analysis with Median Regression Models
• Survival Analysis With Quantile Regression Models
• Unified LASSO Estimation by Least Squares Approximation
• Variable selection in quantile regression

Cited in

(11)

• Predicting disease risks by matching quantiles estimation for censored data
• Deep learning for quantile regression under right censoring: deepquantreg
• Assessing model adequacy in possibly misspecified quantile regression
• Quantifying the Predictive Performance of Prognostic Models for Censored Survival Data with Time-Dependent Covariates
• Mincer–Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions
• Evaluating Prediction Rules fort-Year Survivors With Censored Regression Models
• The reciprocal Bayesian bridge for left-censored data
• Cause-specific quantile regression on inactivity time
• Exploring the heterogeneity in recurrent episode lengths based on quantile regression
• Modified maximum likelihood estimator for censored linear regression model with two-piece generalized t distribution
• Global group testing and screening with dynamic effects

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