Weighted composite quantile estimation and variable selection method for censored regression model

DOI10.1016/J.SPL.2011.11.021MaRDI QIDQ419199zbMATH OpenOpenAlexFDO

Authors Linjun Tang, Zhangong Zhou, Changchun Wu

Publication date 18 May 2012

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2011.11.021

zbMATH Keywords

variable selectioncomposite quantile regressioninverse-censoring-probability

Mathematics Subject Classification ID

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) Central limit and other weak theorems (60F05)

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Cites work

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• Censored Regression Quantiles
• Censored regression quantiles
• Composite quantile regression and the oracle model selection theory
• Empirical likelihood inference for median regression models for censored survival data
• Limiting behavior of \(M\)-estimators of regression coefficients in high dimensional linear models. I: Scale-dependent case. II: Scale-invariant case
• Limiting distributions for \(L_1\) regression estimators under general conditions
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• Median Regression with Censored Cost Data
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• Regression Quantiles
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• Survival Analysis with Median Regression Models
• The Adaptive Lasso and Its Oracle Properties
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection in quantile regression

Cited in

(28)

• Optimal subsampling for composite quantile regression in big data
• Two step composite quantile regression for single-index models
• Variable selection and coefficient estimation via composite quantile regression with randomly censored data
• Joint modeling for mixed-effects quantile regression of longitudinal data with detection limits and covariates measured with error, with application to AIDS studies
• A predictive leverage statistic for quantile regression with measurement errors
• Weighted composite quantile regression for partially linear varying coefficient models
• Testing for the parametric component of partially linear EV models under random censorship
• Composite quantile regression estimation of linear error-in-variable models using instrumental variables
• Change point detection in linear failure rate distribution under random censorship
• Variable selection and weighted composite quantile estimation of regression parameters with left-truncated data
• The LAD estimation of the change-point linear model with randomly censored data
• Weighted composite quantile regression for single-index models
• Weighted local composite quantile regression estimation in non-parametric regression model under right-censored data
• An empirical likelihood method for quantile regression models with censored data
• Weighted local polynomial estimations of a non-parametric function with censoring indicators missing at random and their applications
• A weighted linear quantile regression
• Composite quantile regression estimation for left censored response longitudinal data
• Weighted composite quantile regression for longitudinal mixed effects models with application to AIDS studies
• Composite quantile regression for massive datasets
• Estimation and test procedures for composite quantile regression with covariates missing at random
• Asymptotic normality for a local composite quantile regression estimator of regression function with truncated data
• Weighted composite quantile regression with censoring indicators missing at random
• Testing in linear composite quantile regression models
• Penalized composite quantile estimation for censored regression model with a diverging number of parameters
• Penalized weighted composite quantile estimators with missing covariates
• Robust estimation and variable selection in censored partially linear additive models
• Weighted quantile regression for censored data with application to export duration data
• Composite quantile regression for partially linear additive model with censored responses and its application

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