Penalized regression across multiple quantiles under random censoring

DOI10.1016/J.JMVA.2015.07.006MaRDI QIDQ746873zbMATH OpenOpenAlexFDO

Authors Yanlin Tang, Huixia Judy Wang

Publication date 21 October 2015

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2015.07.006

zbMATH Keywords

censored quantile regressionmodel selectionnon-crossingsup-normfused adaptive lasso

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Censored data models (62N01) Testing in survival analysis and censored data (62N03)

Recommendations

• Censored quantile regression processes under dependence and penalization
• Penalized composite quantile estimation for censored regression model with a diverging number of parameters
• Censored regression quantiles
• Penalized expectile regression: an alternative to penalized quantile regression
• Semiparametric quantile regression with random censoring
• Regression quantiles under dependent censoring
• Quantile regression under random censoring.
• Dantzig-type penalization for multiple quantile regression with high dimensional covariates

Cites work

• scientific article; zbMATH DE number 5957364 (Why is no real title available?)
• A quantile regression estimator for censored data
• Asymptotic properties of a generalized kaplan-meier estimator with some applications
• Censored Regression Quantiles
• Censored quantile regression with partially functional effects
• Composite quantile regression and the oracle model selection theory
• Locally weighted censored quantile regression
• Median Regression with Censored Cost Data
• Noncrossing quantile regression curve estimation
• Oracle model selection for nonlinear models based on weighted composite quantile regression
• Power-transformed linear quantile regression with censored data
• Quantile regression for competing risks data with missing cause of failure
• Regularized simultaneous model selection in multiple quantiles regression
• Stepwise multiple quantile regression estimation using non-crossing constraints
• Survival Analysis With Quantile Regression Models
• Survival Analysis with Median Regression Models
• Uniform consistency of the kernel conditional Kaplan-Meier estimate
• Variable selection and coefficient estimation via composite quantile regression with randomly censored data
• Variable selection for censored quantile regresion
• Weighted composite quantile regression estimation of DTARCH models
• \(\ell_1\)-penalized quantile regression in high-dimensional sparse models

Cited in

(7)

• Censored quantile regression processes under dependence and penalization
• Dantzig-type penalization for multiple quantile regression with high dimensional covariates
• An adapted loss function for censored quantile regression
• Interquantile shrinkage and variable selection in quantile regression
• An adapted loss function for composite quantile regression with censored data
• Penalized composite quantile estimation for censored regression model with a diverging number of parameters
• Regularized linear censored quantile regression

This page was built for publication: Penalized regression across multiple quantiles under random censoring

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q746873)