An informative subset-based estimator for censored quantile regression

DOI10.1007/s11749-011-0266-yzbMath1284.62269WikidataQ57429878 ScholiaQ57429878MaRDI QIDQ1946879

Yanlin Tang, Huixia Judy Wang, Xuming He, Zhong-yi Zhu

Publication date: 10 April 2013

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-011-0266-y

zbMATH Keywords

asymptotic efficiency; quantile regression; nonparametric; fixed censoring; censoring probability; informative subset

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

62N01: Censored data models

62N02: Estimation in survival analysis and censored data

Related Items

Quantile regression for panel data models with fixed effects under random censoring, Censored quantile regression processes under dependence and penalization, Bayesian regularized quantile structural equation models, The quantile process under random censoring, Variable selection in censored quantile regression with high dimensional data, Bias-corrected quantile regression estimation of censored regression models, Sequential estimation of censored quantile regression models, Two step composite quantile regression for single-index models, A panel quantile approach to attrition bias in big data: evidence from a randomized experiment, Exact computation of censored least absolute deviations estimator, Estimation of Censored Quantile Regression for Panel Data With Fixed Effects

Uses Software

• quantreg

Cites Work

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