Variance estimation in censored quantile regression via induced smoothing
From MaRDI portal
(Redirected from Publication:433236)
Recommendations
Cites work
- scientific article; zbMATH DE number 5604036 (Why is no real title available?)
- scientific article; zbMATH DE number 49697 (Why is no real title available?)
- scientific article; zbMATH DE number 3385132 (Why is no real title available?)
- A simple resampling method by perturbing the minimand
- Asymptotics for censored regression quantiles
- Censored Regression Quantiles
- Censored regression quantiles
- Computational issues for quantile regression
- Induced smoothing for the semiparametric accelerated failure time model: asymptotics and extensions to clustered data
- Least absolute deviations estimation for the censored regression model
- Locally weighted censored quantile regression
- Median Regression with Censored Cost Data
- Quantile calculus and censored regression
- Quantile regression under random censoring.
- Quantile regression without the curse of unsmoothness
- Rank regression for analysis of clustered data: a natural induced smoothing approach
- Regression Quantiles
- SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
- Smoothed Rank Regression With Censored Data
- Smoothed empirical likelihood confidence intervals for quantiles
- Standard errors and covariance matrices for smoothed rank estimators
- Survival Analysis With Quantile Regression Models
- Survival Analysis with Median Regression Models
- Weak convergence and empirical processes. With applications to statistics
Cited in
(23)- A smooth nonparametric approach to determining cut-points of a continuous scale
- Random weighting estimation of confidence intervals for quantiles
- Single-index Thresholding in Quantile Regression
- First-Order Newton-Type Estimator for Distributed Estimation and Inference
- Induced smoothing for the semiparametric accelerated hazards model
- A fast algorithm for the accelerated failure time model with high-dimensional time-to-event data
- Focused information criterion and model averaging in censored quantile regression
- On interquantile smoothness of censored quantile regression with induced smoothing
- Quantile regression for competing risks data from stratified case-cohort studies: an induced-smoothing approach
- Quantile Association Regression Models
- Regularized linear censored quantile regression
- Improved multiple quantile regression estimation with nonignorable dropouts
- Threshold effect test in censored quantile regression
- Quantile regression under memory constraint
- Distributed inference for linear support vector machine
- Marginal quantile regression for longitudinal data analysis in the presence of time-dependent covariates
- Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion
- Smoothed and Corrected Score Approach to Censored Quantile Regression With Measurement Errors
- Smoothed quantile regression for censored residual life
- Adaptive quantile regressions for massive datasets
- Robust smoothed rank estimation methods for accelerated failure time model allowing clusters
- Variance Inflation Due to Censoring in Survival Probability Estimates
- Adaptive distributed support vector regression of massive data
This page was built for publication: Variance estimation in censored quantile regression via induced smoothing
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q433236)
