Quantile Regression Models with Multivariate Failure Time Data
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Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in survival analysis and censored data (62N02) Applications of statistics to biology and medical sciences; meta analysis (62P10)
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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 51427 (Why is no real title available?)
- A simple resampling method by perturbing the minimand
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- Least absolute deviations estimation for the censored regression model
- Median Regression with Censored Cost Data
- Quantile regression with censored data using generalized \(L_1\) minimization
- Reappraising Medfly Longevity
- Regression estimation using multivariate failure time data and a common baseline hazard function model
- Semiparametric regression analysis for clustered failure time data
- Simple resampling methods for censored regression quantiles
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
- The Kaplan-Meier estimate for dependent failure time observations
- The moving blocks bootstrap and robust inference for linear least squares and quantile regressions
- Towards a general asymptotic theory for Cox model with staggered entry
- Two-step estimation of semiparametric censored regression models
- Weak convergence and empirical processes. With applications to statistics
Cited in
(29)- The semiparametric accelerated trend-renewal process for recurrent event data
- Median regression model with interval censored data
- Interquantile shrinkage and variable selection in quantile regression
- Nonparametric quantile estimation with correlated failure time data
- Quantile regression under truncated, censored and dependent assumptions
- Bayesian penalized Buckley-James method for high dimensional bivariate censored regression models
- Flexible Bayesian quantile regression for independent and clustered data
- Density and hazard rate estimation for censored and α-mixing data using gamma kernels
- Wavelet detection of change points in hazard rate models with censored dependent data
- Variable selection with group structure in competing risks quantile regression
- Quantile regression methods with varying-coefficient models for censored data
- Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data
- Weighted quantile regression for longitudinal data using empirical likelihood
- Empirical likelihood for quantile regression models with longitudinal data
- Quantile regression of right-censored length-biased data using the Buckley-James-type method
- Laplace regression with clustered censored data
- A new GEE method to account for heteroscedasticity using asymmetric least-square regressions
- Inference for censored quantile regression models in longitudinal studies
- A quantile regression estimator for censored data
- Marginal quantile regression for longitudinal data analysis in the presence of time-dependent covariates
- Quantile regression for recurrent gap time data
- Quantile inference with multivariate failure time data
- Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data
- A Gaussian pseudolikelihood approach for quantile regression with repeated measurements
- Linear quantile regression models for longitudinal experiments: an overview
- Buckley-James-type estimation of quantile regression with recurrent gap time data
- Quantile regression for longitudinal data with a working correlation model
- Weighted quantile regression for longitudinal data
- Quantile association for bivariate survival data
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