Quantile regression methods with varying-coefficient models for censored data
From MaRDI portal
(Redirected from Publication:1663290)
Recommendations
- Censored quantile regression with varying coefficients
- Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random
- A quantile regression estimator for censored data
- Quantile regression for censored mixed effects models and variable selection
- A New Approach to Censored Quantile Regression Estimation
- Quantile regression for interval censored data
- Quantile regression with censoring and sample selection
- Parametric modeling of quantile regression coefficient functions with censored and truncated data
- Regression quantiles under dependent censoring
Cites work
- scientific article; zbMATH DE number 49697 (Why is no real title available?)
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 490141 (Why is no real title available?)
- A simple resampling method by perturbing the minimand
- An integrated maximum score estimator for a generalized censored quantile regression model
- Asymptotic properties of a generalized kaplan-meier estimator with some applications
- Censored Median Regression Using Weighted Empirical Survival and Hazard Functions
- Censored Regression Quantiles
- Censored quantile regression with partially functional effects
- Censored regression quantiles
- Composite quantile regression and the oracle model selection theory
- Conditional growth charts. (With discussion and rejoinder)
- Dynamic regression models for survival data.
- Estimating medical costs with censored data
- Estimation of Regression Coefficients When Some Regressors Are Not Always Observed
- Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
- Functional-Coefficient Regression Models for Nonlinear Time Series
- Hazard models with varying coefficients for multivariate failure time data
- Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
- Local Linear Quantile Regression
- Local partial-likelihood estimation for lifetime data
- Locally weighted censored quantile regression
- Median Regression with Censored Cost Data
- New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Non-parametric, unconditional quantile estimation for efficiency analysis with an application to Federal Reserve check processing operations
- Nonparametric Estimation for Censored Mixture Data With Application to the Cooperative Huntington’s Observational Research Trial
- Nonparametric Estimation from Incomplete Observations
- Nonparametric quantile estimations for dynamic smooth coefficient models
- Non‐parametric Quantile Regression with Censored Data
- On Additive Conditional Quantiles With High-Dimensional Covariates
- On Robustness and Model Flexibility in Survival Analysis: Transformed Hazard Models and Average Effects
- On estimating medical cost and incremental cost-effectiveness ratios with censored data
- On least-squares regression with censored data
- Partially Linear Hazard Regression with Varying Coefficients for Multivariate Survival Data
- Quantile Regression Models with Multivariate Failure Time Data
- Quantile calculus and censored regression
- Quantile regression in varying coefficient models.
- Quantile regression under random censoring.
- Quantile regression with censored data using generalized \(L_1\) minimization
- Quantile regression with varying coefficients
- Quantile smoothing splines
- Regression Quantiles
- Statistical methods with varying coefficient models
- Survival Analysis With Quantile Regression Models
- Survival Analysis with Median Regression Models
- Trending time-varying coefficient time series models with serially correlated errors
- Varying-coefficient functional linear regression
Cited in
(16)- Quantile regression and variable selection for partially linear single-index models with missing censoring indicators
- Variable selection and coefficient estimation via composite quantile regression with randomly censored data
- Empirical likelihood and estimation in varying coefficient models with right censored data
- An empirical likelihood method for quantile regression models with censored data
- Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random
- A Mallows-type model averaging estimator for the varying-coefficient partially linear model
- Quantile regression in varying coefficient models.
- scientific article; zbMATH DE number 5770662 (Why is no real title available?)
- Estimation and inferences for varying coefficient partially nonlinear quantile models with censoring indicators missing at random
- Quantile regression methods for censored gap time data
- Censored quantile regression with varying coefficients
- Parametric modeling of quantile regression coefficient functions with censored and truncated data
- A weighted quantile regression for nonlinear models with randomly censored data
- Semiparametric quantile regression with random censoring
- Robust and sparse learning of varying coefficient models with high-dimensional features
- Model averaging estimation for varying-coefficient single-index models
This page was built for publication: Quantile regression methods with varying-coefficient models for censored data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1663290)
