Weighted composite quantile estimation and variable selection method for censored regression model
From MaRDI portal
Publication:419199
DOI10.1016/j.spl.2011.11.021zbMath1237.62049OpenAlexW2006080807MaRDI QIDQ419199
Linjun Tang, Zhan-Gong Zhou, Chang-Chun 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
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Central limit and other weak theorems (60F05) Censored data models (62N01)
Related Items
Composite quantile regression estimation for left censored response longitudinal data ⋮ Weighted composite quantile regression for single-index models ⋮ Weighted composite quantile regression with censoring indicators missing at random ⋮ Weighted composite quantile regression for longitudinal mixed effects models with application to AIDS studies ⋮ Composite quantile regression for massive datasets ⋮ 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 ⋮ Change point detection in linear failure rate distribution under random censorship ⋮ Unnamed Item ⋮ Estimation and test procedures for composite quantile regression with covariates missing at random ⋮ Joint modeling for mixed-effects quantile regression of longitudinal data with detection limits and covariates measured with error, with application to AIDS studies ⋮ An empirical likelihood method for quantile regression models with censored data ⋮ A predictive leverage statistic for quantile regression with measurement errors ⋮ Weighted composite quantile regression for partially linear varying coefficient models ⋮ Robust estimation and variable selection in censored partially linear additive models ⋮ Testing in linear composite quantile regression models ⋮ Two step composite quantile regression for single-index models ⋮ The LAD estimation of the change-point linear model with randomly censored data ⋮ Composite quantile regression estimation of linear error-in-variable models using instrumental variables ⋮ A weighted linear quantile regression ⋮ 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 ⋮ Penalized weighted composite quantile estimators with missing covariates
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Adaptive Lasso and Its Oracle Properties
- Composite quantile regression and the oracle model selection theory
- A genetic method of LAD estimation for models with censored data
- Sparse estimation and inference for censored median regression
- Censored regression quantiles
- Regression analysis with randomly right-censored data
- Limiting behavior of \(M\)-estimators of regression coefficients in high dimensional linear models. I: Scale-dependent case. II: Scale-invariant case
- Asymptotic properties of Kaplan-Meier estimator for censored dependent data
- Empirical likelihood inference for median regression models for censored survival data
- Limiting distributions for \(L_1\) regression estimators under general conditions
- Median Regression with Censored Cost Data
- Regression Quantiles
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Censored Regression Quantiles
- Censored Median Regression Using Weighted Empirical Survival and Hazard Functions
- Survival Analysis with Median Regression Models
- Locally Weighted Censored Quantile Regression
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Adaptive Lasso for Cox's proportional hazards model