High dimensional censored quantile regression
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Publication:1747740
DOI10.1214/17-AOS1551zbMATH Open1416.62236WikidataQ57826138 ScholiaQ57826138MaRDI QIDQ1747740FDOQ1747740
Authors: Qi Zheng, Limin Peng, Xuming He 
Publication date: 27 April 2018
Published in: The Annals of Statistics (Search for Journal in Brave)
Recommendations
- Variable selection in censored quantile regression with high dimensional data
- 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
- Linear censored quantile regression: a novel minimum-distance approach
Nonparametric regression and quantile regression (62G08) Censored data models (62N01) Estimation in survival analysis and censored data (62N02) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cites Work
- Nearly unbiased variable selection under minimax concave penalty
- Censored regression quantiles
- The Adaptive Lasso and Its Oracle Properties
- Survival Analysis With Quantile Regression Models
- Title not available (Why is that?)
- Regression Quantiles
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Censored Regression Quantiles
- Survival Analysis with Median Regression Models
- Title not available (Why is that?)
- Locally weighted censored quantile regression
- Simultaneous analysis of Lasso and Dantzig selector
- High-dimensional generalized linear models and the lasso
- Quantile regression.
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
- Adaptive robust variable selection
- Adaptive Lasso for sparse high-dimensional regression models
- Regularization for Cox's proportional hazards model with NP-dimensionality
- Asymptotics for censored regression quantiles
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
- Variable selection in the accelerated failure time model via the bridge method
- Sparse estimation and inference for censored median regression
- The Generic Chaining
- Adaptive penalized quantile regression for high dimensional data
- Regularized Estimation in the Accelerated Failure Time Model with High-Dimensional Covariates
- Self-consistent estimation of censored quantile regression
- On parameters of increasing dimensions
- On Lasso for censored data
- Variable selection for censored quantile regresion
- Censored quantile regression processes under dependence and penalization
- Shrinkage estimation of varying covariate effects based on quantile regression
- Globally adaptive quantile regression with ultra-high dimensional data
- High dimensional censored quantile regression
Cited In (23)
- Variable screening for ultrahigh dimensional censored quantile regression
- Scalable estimation and inference for censored quantile regression process
- Sparse estimation and inference for censored median regression
- Censored Interquantile Regression Model with Time-Dependent Covariates
- Efficient Estimation for Censored Quantile Regression
- Inference for High-Dimensional Censored Quantile Regression
- Censored linear model in high dimensions. Penalised linear regression on high-dimensional data with left-censored response variable
- Functional censored quantile regression
- The growth rate of significant regressors for high dimensional data
- High dimensional censored quantile regression
- Variable selection in censored quantile regression with high dimensional data
- Incorporating Graphical Structure of Predictors in Sparse Quantile Regression
- Variable selection for censored quantile regresion
- Sparse quantile regression
- -Penalized Pairwise Difference Estimation for a High-Dimensional Censored Regression Model
- A nonparametric survival function estimator via censored kernel quantile regressions
- Quantile regression under memory constraint
- Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data
- Two-step estimation of censored quantile regression for duration models with time-varying regressors
- Ultra-high dimensional longitudinal quantile feature screening based on modified Cholesky decomposition
- CONDITIONAL MARGINAL TEST FOR HIGH DIMENSIONAL QUANTILE REGRESSION
- Sliced average variance estimation for censored data
- Sparsity identification in ultra-high dimensional quantile regression models with longitudinal data
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