Variable selection and coefficient estimation via composite quantile regression with randomly censored data

DOI10.1016/J.SPL.2011.10.017zbMath1237.62046OpenAlexW1989927258MaRDI QIDQ419227

Rong Jiang, Wei-Min Qian, Zhan-Gong Zhou

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.2011.10.017

zbMATH Keywords

Kaplan-Meier estimatorLASSO

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Censored data models (62N01) Statistical tables (62Q05)

Related Items (17)

Weighted composite quantile regression for single-index models ⋮ VARIABLE SELECTION FOR PARTIALLY LINEAR VARYING COEFFICIENT QUANTILE REGRESSION MODEL ⋮ Asymptotic normality for a local composite quantile regression estimator of regression function with truncated data ⋮ Composite quantile regression analysis of survival data with missing cause-of-failure information and its application to breast cancer clinical trial ⋮ Unnamed Item ⋮ Single-index composite quantile regression ⋮ Estimation and test procedures for composite quantile regression with covariates missing at random ⋮ Weighted local linear CQR for varying-coefficient models with missing covariates ⋮ Weighted composite quantile regression for partially linear varying coefficient models ⋮ Variable selection and weighted composite quantile estimation of regression parameters with left-truncated data ⋮ Robust estimation and variable selection in censored partially linear additive models ⋮ Testing in linear composite quantile regression models ⋮ Quantile regression and variable selection for partially linear model with randomly truncated data ⋮ Two step composite quantile regression for single-index models ⋮ Penalized regression across multiple quantiles under random censoring ⋮ Penalized weighted composite quantile estimators with missing covariates ⋮ Single-index composite quantile regression with heteroscedasticity and general error distributions

Uses Software

• R
• MASS (R)

Cites Work

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• Reappraising Medfly Longevity
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• An Alternative Estimator for the Censored Quantile Regression Model
• Censored Median Regression Using Weighted Empirical Survival and Hazard Functions
• Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
• Survival Analysis with Median Regression Models
• Locally Weighted Censored Quantile Regression
• Adaptive Lasso for Cox's proportional hazards model

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