Focused information criterion and model averaging in censored quantile regression

DOI10.1007/S00184-017-0616-1zbMATH Open1459.62041OpenAlexW2607666050MaRDI QIDQ2412759FDOQ2412759

Jiang Du, Tianfa Xie, Zhongzhan Zhang

Publication date: 27 October 2017

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-017-0616-1

Recommendations

• Extended focused information criterion for censored quantile regression model and averaging estimation
• Focused information criterion and model averaging in quantile regression
• Frequentist model averaging estimation for the censored partial linear quantile regression model
• FIC based model averaging for the censored quantile varying coefficient regression model
• Focussed model selection in quantile regression

zbMATH Keywords

quantile regressionmodel uncertaintyrandom censoringfocused information criterion (FIC)

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Censored data models (62N01) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Cites Work

• Least absolute deviations estimation for the censored regression model
• Censored regression quantiles
• Estimating the dimension of a model
• Survival Analysis With Quantile Regression Models
• Survival Analysis with Median Regression Models
• Least-squares forecast averaging
• Nonparametric Estimation from Incomplete Observations
• Title not available (Why is that?)
• Median Regression with Censored Cost Data
• Variance estimation in censored quantile regression via induced smoothing
• Quantile regression for longitudinal data
• Efficient resampling methods for nonsmooth estimating functions
• Frequentist Model Average Estimators
• The Focused Information Criterion
• Focused Information Criteria and Model Averaging for the Cox Hazard Regression Model
• Adaptive Lasso for Cox's proportional hazards model
• Sparse estimation and inference for censored median regression
• Focused information criterion and model averaging for generalized additive partial linear models
• An asymptotic theory for model selection inference in general semiparametric problems
• A focused information criterion for graphical models
• Model averaging for semiparametric additive partial linear models
• Distribution theory of the least squares averaging estimator
• Model averaging in semiparametric estimation of treatment effects
• Least Squares Model Averaging
• Title not available (Why is that?)
• Inference for censored quantile regression models in longitudinal studies
• Title not available (Why is that?)
• Maximum likelihood identification of Gaussian autoregressive moving average models
• Variable Selection for Logistic Regression Using a Prediction‐Focused Information Criterion
• Choice of weights in FMA estimators under general parametric models
• Censored quantile regression with partially functional effects
• Focused information criterion and model averaging based on weighted composite quantile regression
• Focused model selection in quantile regression
• Focused Information Criterion and Model Averaging in Quantile Regression

Cited In (5)

• Model averaging for right censored data with measurement error
• Mallows model averaging estimation for linear regression model with right censored data
• Model selection and model averaging for analysis of truncated and censored data with measurement error
• Model averaging based on rank
• Model averaging quantiles from data censored by a limit of detection

This page was built for publication: Focused information criterion and model averaging in censored quantile regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2412759)