Weighted composite quantile estimation and variable selection method for censored regression model
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Publication:419199
DOI10.1016/J.SPL.2011.11.021zbMATH Open1237.62049OpenAlexW2006080807MaRDI QIDQ419199FDOQ419199
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
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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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Cited In (28)
- Penalized weighted composite quantile estimators with missing covariates
- 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
- 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
- Estimation and test procedures for composite quantile regression with covariates missing at random
- A weighted linear quantile regression
- Composite quantile regression estimation for left censored response longitudinal data
- Weighted quantile regression for censored data with application to export duration data
- Testing for the parametric component of partially linear EV models under random censorship
- A predictive leverage statistic for quantile regression with measurement errors
- Composite quantile regression for massive datasets
- Two step composite quantile regression for single-index models
- Weighted composite quantile regression with censoring indicators missing at random
- Penalized composite quantile estimation for censored regression model with a diverging number of parameters
- Testing in linear composite quantile regression models
- The LAD estimation of the change-point linear model with randomly censored data
- Variable selection and weighted composite quantile estimation of regression parameters with left-truncated data
- Composite quantile regression estimation of linear error-in-variable models using instrumental variables
- Change point detection in linear failure rate distribution under random censorship
- Weighted composite quantile regression for single-index models
- Weighted local polynomial estimations of a non-parametric function with censoring indicators missing at random and their applications
- Robust estimation and variable selection in censored partially linear additive models
- Weighted composite quantile regression for partially linear varying coefficient models
- Title not available (Why is that?)
- Weighted composite quantile regression for longitudinal mixed effects models with application to AIDS studies
- Asymptotic normality for a local composite quantile regression estimator of regression function with truncated data
- Optimal subsampling for composite quantile regression in big data
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