Simultaneous estimation for non-crossing multiple quantile regression with right censored data
From MaRDI portal
Publication:2631354
Recommendations
- Nonparametric estimation of regression in competing risks model with right censoring
- Simultaneous estimation of multiple conditional regression quantiles
- Estimation and inference for non-crossing multiple-index quantile regression
- Non-crossing weighted kernel quantile regression with right censored data
- Quantile regression for right-censored and length-biased data
- Model-based recursive partitioning algorithm to penalized non-crossing multiple quantile regression for the right-censored data
- A smooth nonparametric quantile estimator from right-censored data
- Nonparametric estimation of quantile functions for randomly right censored data
- Nonparametric estimation of mean residual quantile function under right censoring
- Estimating equation methods for quantile regression with length-biased and right-censored data
Cites work
- M-estimation in censored linear models
- A simple censored median regression estimator
- Adaptive sup-norm regularized simultaneous multiple quantiles regression
- Censored Regression Quantiles
- Consistent estimation under random censorship when covariables are present
- Estimating the dimension of a model
- GACV for quantile smoothing splines
- scientific article; zbMATH DE number 5957364 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Least absolute deviations estimation for the accelerated failure time model
- Limiting distributions for \(L_1\) regression estimators under general conditions
- Locally weighted censored quantile regression
- Median Regression with Censored Cost Data
- Noncrossing quantile regression curve estimation
- Nonparametric Estimation from Incomplete Observations
- Quantile regression for longitudinal data
- Quantile regression.
- Quantile smoothing splines
- Regression analysis with randomly right-censored data
- Regression Quantiles
- Regularized simultaneous model selection in multiple quantiles regression
- Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization
- Simultaneous multiple non-crossing quantile regression estimation using kernel constraints
- Sparse estimation and inference for censored median regression
- Stepwise multiple quantile regression estimation using non-crossing constraints
- Survival Analysis with Median Regression Models
- Survival Analysis With Quantile Regression Models
- The \(F_{\infty}\)-norm support vector machine
- The Adaptive Lasso and Its Oracle Properties
- Variable selection for multicategory SVM via adaptive sup-norm regularization
- Variable selection in quantile regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(5)- Mixture modeling of data with multiple partial right-censoring levels
- Non-crossing weighted kernel quantile regression with right censored data
- Simultaneous multiple non-crossing quantile regression estimation using kernel constraints
- Partially linear additive quantile regression: theory and applications to breast cancer patients' survival
- Integrating random forests into deep neural networks for simultaneous estimation of non-crossing multiple quantiles
This page was built for publication: Simultaneous estimation for non-crossing multiple quantile regression with right censored data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2631354)
