Variable selection and weighted composite quantile estimation of regression parameters with left-truncated data

DOI10.1080/03610926.2017.1376089MaRDI QIDQ5154093zbMATH OpenOpenAlexFDO

Authors Mei Yao, Lu Lin, Jiang-Feng Wang, Yuxin Wang

Publication date 1 October 2021

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2017.1376089

zbMATH Keywords

asymptotic normalitycomposite quantile regressionleft-truncated dataoracle propertyvariable selection

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Estimation in survival analysis and censored data (62N02)

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Cites work

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• Composite quantile regression and the oracle model selection theory
• Estimating a distribution function with truncated data
• Estimation of regression parameters with left truncated data
• Estimation of the truncation probability in the random truncation model
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Local linear quantile regression with truncated and dependent data
• Locally weighted censored quantile regression
• Quantile regression.
• Regression Quantiles
• Sparse estimation and inference for censored median regression
• Survival analysis. Techniques for censored and truncated data.
• The Adaptive Lasso and Its Oracle Properties
• Variable selection and coefficient estimation via composite quantile regression with randomly censored data
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(8)

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• A weighted quantile regression for nonlinear models with left truncated data
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