Weighted composite quantile estimation and variable selection method for censored regression model
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Cites work
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- Limiting behavior of \(M\)-estimators of regression coefficients in high dimensional linear models. I: Scale-dependent case. II: Scale-invariant case
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- Locally weighted censored quantile regression
- Median Regression with Censored Cost Data
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- The Adaptive Lasso and Its Oracle Properties
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable selection in quantile regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(34)- Composite quantile regression estimation for left censored response longitudinal data
- Joint modeling for mixed-effects quantile regression of longitudinal data with detection limits and covariates measured with error, with application to AIDS studies
- Two step composite quantile regression for single-index models
- Weighted quantile regression for censored data with application to export duration data
- Weighted local polynomial estimations of a non-parametric function with censoring indicators missing at random and their applications
- Optimal subsampling for composite quantile regression in big data
- An empirical likelihood method for quantile regression models with censored data
- Testing in linear composite quantile regression models
- Composite quantile regression estimation of linear error-in-variable models using instrumental variables
- Penalized weighted composite quantile estimators with missing covariates
- Weighted composite quantile regression for single-index models
- The LAD estimation of the change-point linear model with randomly censored data
- Asymptotic normality for a local composite quantile regression estimator of regression function with truncated data
- Testing for the parametric component of partially linear EV models under random censorship
- Variable selection and coefficient estimation via composite quantile regression with randomly censored data
- Composite quantile regression for massive datasets
- A predictive leverage statistic for quantile regression with measurement errors
- Estimation and test procedures for composite quantile regression with covariates missing at random
- Weighted composite quantile regression with censoring indicators missing at random
- Robust estimation and variable selection in censored partially linear additive models
- Weighted composite quantile regression for longitudinal mixed effects models with application to AIDS studies
- Weighted composite quantile regression for partially linear varying coefficient models
- Variable selection and weighted composite quantile estimation of regression parameters with left-truncated data
- Weighted local composite quantile regression estimation in non-parametric regression model under right-censored data
- A weighted linear quantile regression
- Penalized composite quantile estimation for censored regression model with a diverging number of parameters
- Change point detection in linear failure rate distribution under random censorship
- Composite quantile regression for partially linear additive model with censored responses and its application
- Partially linear additive quantile regression: theory and applications to breast cancer patients' survival
- Right-censored models on massive data
- Bayesian weighted composite quantile regression for multivariate semi-continuous longitudinal data
- Composite quantile regression estimation for varying coefficient panel data models with fixed effects based on auxiliary regression
- Composite quantile estimation in partially functional linear regression model with randomly censored responses
- Right-censored models by the expectile method
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