Efficient Estimation for Censored Quantile Regression
From MaRDI portal
Publication:6185573
DOI10.1080/01621459.2022.2078331OpenAlexW4286276387MaRDI QIDQ6185573
Unnamed Author, Gongjun Xu, Tony Sit
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
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Quantile calculus and censored regression
- Conditional growth charts. (With discussion and rejoinder)
- Estimating regression parameters using linear rank tests for censored data
- Inference for censored quantile regression models in longitudinal studies
- A matrix extension of the Cauchy-Schwarz inequality
- Hazard rate estimation in nonparametric regression with censored data
- Asymptotic properties of conditional distribution estimator with truncated, censored and dependent data
- Analysis on censored quantile residual life model via spline smoothing
- An Approach to Multivariate Covariate-Dependent Quantile Contours With Application to Bivariate Conditional Growth Charts
- Survival Analysis With Quantile Regression Models
- Partial likelihood
- Regression Quantiles
- Rank-based inference for the accelerated failure time model
- Censored Regression Quantiles
- Survival Analysis with Median Regression Models
- An Adapted Loss Function for Censored Quantile Regression
- Locally Weighted Censored Quantile Regression
- Efficient estimation of the censored linear regression model
- Censored quantile regression via Box-Cox transformation under conditional independence
This page was built for publication: Efficient Estimation for Censored Quantile Regression