Efficient Estimation for Censored Quantile Regression
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Publication:6185573
DOI10.1080/01621459.2022.2078331OpenAlexW4286276387MaRDI QIDQ6185573FDOQ6185573
Authors: Tony Sit, Gongjun Xu
Publication date: 8 January 2024
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2022.2078331
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Cites Work
- Survival Analysis With Quantile Regression Models
- Regression Quantiles
- Rank-based inference for the accelerated failure time model
- Censored Regression Quantiles
- Survival Analysis with Median Regression Models
- Locally weighted censored quantile regression
- Quantile calculus and censored regression
- Estimating regression parameters using linear rank tests for censored data
- Quantile regression.
- Partial likelihood
- Title not available (Why is that?)
- Analysis on censored quantile residual life model via spline smoothing
- Title not available (Why is that?)
- An Approach to Multivariate Covariate-Dependent Quantile Contours With Application to Bivariate Conditional Growth Charts
- Inference for censored quantile regression models in longitudinal studies
- Conditional growth charts. (With discussion and rejoinder)
- A matrix extension of the Cauchy-Schwarz inequality
- Asymptotic properties of conditional distribution estimator with truncated, censored and dependent data
- Hazard rate estimation in nonparametric regression with censored data
- Efficient estimation of the censored linear regression model
- Censored quantile regression via Box-Cox transformation under conditional independence
- An adapted loss function for censored quantile regression
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