Smoothed quantile regression for censored residual life

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Publication:98524

DOI10.48550/ARXIV.2205.00413arXiv2205.00413OpenAlexW4225409005MaRDI QIDQ98524FDOQ98524

Daniel J. Caplan, Daniel J. Caplan, Sangwook Kang, Kyu Hyun Kim, Kyuhyun Kim, Sangwook Kang

Publication date: 1 May 2022

Published in: Computational Statistics (Search for Journal in Brave)

Abstract: We consider a regression modeling of the quantiles of residual life, remaining lifetime at a specific time. We propose a smoothed induced version of the existing non-smooth estimating equations approaches for estimating regression parameters. The proposed estimating equations are smooth in regression parameters, so solutions can be readily obtained via standard numerical algorithms. Moreover, the smoothness in the proposed estimating equations enables one to obtain a robust sandwich-type covariance estimator of regression estimators aided by an efficient resampling method. To handle data subject to right censoring, the inverse probability of censoring weight are used as weights. The consistency and asymptotic normality of the proposed estimator are established. Extensive simulation studies are conducted to validate the proposed estimator's performance in various finite samples settings. We apply the proposed method to dental study data evaluating the longevity of dental restorations.


Full work available at URL: https://arxiv.org/abs/2205.00413





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