High dimensional censored quantile regression
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Publication:1747740
DOI10.1214/17-AOS1551zbMath1416.62236WikidataQ57826138 ScholiaQ57826138MaRDI QIDQ1747740
Qi Zheng, Limin Peng, Xuming He
Publication date: 27 April 2018
Published in: The Annals of Statistics (Search for Journal in Brave)
Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Censored data models (62N01) Estimation in survival analysis and censored data (62N02)
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Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data, Sparsity identification in ultra-high dimensional quantile regression models with longitudinal data, Two-step estimation of censored quantile regression for duration models with time-varying regressors, Sparse quantile regression, Inference for High-Dimensional Censored Quantile Regression, -Penalized Pairwise Difference Estimation for a High-Dimensional Censored Regression Model, High dimensional censored quantile regression, Quantile regression under memory constraint, Scalable estimation and inference for censored quantile regression process
Uses Software
Cites Work
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