Regression quantiles under dependent censoring

DOI10.1080/02331880600589304MaRDI QIDQ3426333zbMATH OpenOpenAlexFDO

Authors Noël Veraverbeke

Publication date 8 March 2007

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331880600589304

zbMATH Keywords

Archimedean copulaBahadur representationdependent censoringfixed design regressionquantilesstrong consistencyweak convergence

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Censored data models (62N01) Estimation in survival analysis and censored data (62N02)

Recommendations

• Asymptotic properties of conditional quantile estimator for censored dependent observations
• On the asymptotic properties for a nonparametric conditional quantile estimator in presence of right-censoring
• Asymptotics for censored regression quantiles
• scientific article; zbMATH DE number 147170
• scientific article; zbMATH DE number 5629277

Cites work

• A copula-graphic estimator for the conditional survival function under dependent censoring
• A martingale approach to the copula-graphic estimator for the survival function under dependent censoring
• Approximation Theorems of Mathematical Statistics
• Bootstrapping quantiles in a fixed design regression model with censored data
• Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
• Estimates of marginal survival for dependent competing risks based on an assumed copula
• Estimation and bootstrap with censored data in fixed design nonparametric regression
• Uniform strong convergence results for the conditional kaplan-meier estimator and its quantiles

Cited in

(12)

• Censored regression quantiles
• Quantile regression methods with varying-coefficient models for censored data
• Censored regression quantiles with endogenous regressors
• scientific article; zbMATH DE number 5629277 (Why is no real title available?)
• Censored quantile regression processes under dependence and penalization
• On the asymptotic properties for a nonparametric conditional quantile estimator in presence of right-censoring
• Asymptotics for censored regression quantiles
• Recent advances in copula-based methods for dependent censoring (invited article)
• Quantile regression under dependent censoring with unknown association
• Penalized regression across multiple quantiles under random censoring
• Partially linear censored quantile regression
• Asymptotic properties of conditional quantile estimator for censored dependent observations

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