M-estimation in censored linear models
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Publication:4037733
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- scientific article; zbMATH DE number 4082737
Cited in
(42)- Single-index regression models with right-censored responses
- The Koul-Susarla-Van Ryzin and weighted least squares estimates for censored linear regression model: a comparative study
- Marginal semiparametric multivariate accelerated failure time model with generalized estimating equations
- Estimation of censored linear errors-in-variables models
- Regression analysis with censored data: Extensions of Koul-Susarla-Van Ryzin approach
- Optimal global rate of convergence in nonparametric regression with left-truncated and right-censored data.
- \(\ell_0\)-regularized high-dimensional accelerated failure time model
- An empirical likelihood method for quantile regression models with censored data
- Asymptotics for a censored generalized linear model with unknown link function
- \(M\)-estimation in regression models for censored data
- Empirical likelihood analysis of the Buckley-James estimator
- Simultaneous estimation for non-crossing multiple quantile regression with right censored data
- Non-crossing weighted kernel quantile regression with right censored data
- MCEM estimation of censored linear quantile regression
- Adaptive lasso variable selection for the accelerated failure models
- Weighted least squares method for censored linear models
- Quasi-Likelihood for Right-Censored Data in the Generalized Linear Model
- Nonlinear Censored Regression Using Synthetic Data
- A sieve M-theorem for bundled parameters in semiparametric models, with application to the efficient estimation in a linear model for censored data
- Fitting linear regression models to censored data by least squares and maximum likelihood methods
- Regression Depth with Censored and Truncated Data
- Asymptotic Properties of M‐estimators Based on Estimating Equations and Censored Data
- Score estimating equations from embedded likelihood functions under accelerated failure time model
- Reconstructing the Kaplan–Meier Estimator as an M-estimator
- A weighted quantile regression for nonlinear models with randomly censored data
- A group bridge approach for component selection in nonparametric accelerated failure time additive regression model
- Quantile regression with left-truncated and right-censored data in a reproducing kernel Hilbert space
- Semiparametric robust estimation of truncated and censored regression models
- Generalized M-estimation for the accelerated failure time model
- Expert Kaplan–Meier estimation
- Adjusting for unmeasured confounding in survival causal effect using validation data
- A review on empirical likelihood methods for regression
- Scalable algorithms for semiparametric accelerated failure time models in high dimensions
- Weighted expectile regression for right-censored data
- Dissecting gene-environment interactions: a penalized robust approach accounting for hierarchical structures
- Optimizing treatment decision estimation for right-censored survival data through parameter transfer learning
- Semiparametric least squares support vector machine for accelerated failure time model
- Variable selection in the accelerated failure time model via the bridge method
- Nonparametric lack-of-fit tests for parametric mean-regression models with censored data
- Alternative approaches to study lifetime data under different scenarios: from the PH to the modified semiparametric AFT model
- Support vector censored quantile regression under random censoring
- M-estimation of the accelerated failure time model under a convex discrepancy function
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