Quantile regression methods with varying-coefficient models for censored data
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Publication:1663290
DOI10.1016/J.CSDA.2015.02.011zbMATH Open1468.62214OpenAlexW2048924727MaRDI QIDQ1663290FDOQ1663290
Shangyu Xie, Yong Zhou, Alan T. K. Wan
Publication date: 21 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2015.02.011
MM algorithminverse probability weightingcomposite quantile regressioncovariate-dependent censoringperturbation resampling
Computational methods for problems pertaining to statistics (62-08) Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Estimation in survival analysis and censored data (62N02)
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Cited In (13)
- Quantile regression and variable selection for partially linear single-index models with missing censoring indicators
- Empirical likelihood and estimation in varying coefficient models with right censored data
- Variable selection and coefficient estimation via composite quantile regression with randomly 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
- Quantile regression in varying coefficient models.
- Title not available (Why is that?)
- Quantile regression methods for censored gap time 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
- A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model
Uses Software
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