Self-consistent estimation of censored quantile regression

DOI10.1016/J.JMVA.2011.10.005MaRDI QIDQ764505zbMATH OpenOpenAlexFDO

Authors Limin Peng

Publication date 13 March 2012

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2011.10.005

zbMATH Keywords

censoringmartingalesregression quantilesstochastic integral equation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Multivariate analysis (62H99) Censored data models (62N01)

Recommendations

• A quantile regression estimator for censored data
• Censored regression quantiles
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• Sequential estimation of censored quantile regression models

Cites work

• An Alternative Estimator for the Censored Quantile Regression Model
• Asymptotics for censored regression quantiles
• Censored regression quantiles
• Censored Regression Quantiles
• scientific article; zbMATH DE number 3535474 (Why is no real title available?)
• scientific article; zbMATH DE number 1211747 (Why is no real title available?)
• Least absolute deviations estimation for the censored regression model
• Locally weighted censored quantile regression
• Median regression and the missing information principle
• Monotone estimating equations for censored data
• Nonparametric Estimation from Incomplete Observations
• Nonparametric Estimation of a Survivorship Function with Doubly Censored Data
• Nonparametric inference for a family of counting processes
• On monotonicity of regression quantile functions
• Quantile calculus and censored regression
• Quantile regression under random censoring.
• Regression Quantiles
• Survival Analysis with Median Regression Models
• Survival Analysis With Quantile Regression Models

Cited in

(5)

• High dimensional censored quantile regression
• Scalable estimation and inference for censored quantile regression process
• Quantile regression models for current status data
• Buckley-James-type estimation of quantile regression with recurrent gap time data
• Comparison of quantile regression curves with censored data

Describes a project that uses

Uses Software

• quantreg

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