The Library
Censored quantile regression via Box-Cox transformation under conditional independence
Tools
Tools
Tools
Leng, Chenlei and Tong, Xingwei (2014) Censored quantile regression via Box-Cox transformation under conditional independence. Statistica Sinica, Volume 24 . pp. 221-249. doi:10.5705/ss.2012.089
Research output not available from this repository, contact author.
Official URL: http://dx.doi.org/10.5705/ss.2012.089
Abstract
We propose a new quantile regression model when data are subject to censoring. Our model does not require any global linearity assumption, or independence of the covariates and the censoring time. We develop a class of power-transformed quantile regression models such that the transformed survival time can be better characterized by linear regression quantiles. Consistency and asymptotic normality of the resulting estimators are shown. A re-sampling based approach is proposed for statistical inference. Empirically, the new estimator is shown to outperform its competitors under conditional independence, and perform similarly under unconditional independence. The proposed method is illustrated with a data analysis.
| Item Type: | Journal Article | ||||
|---|---|---|---|---|---|
| Divisions: | Faculty of Science > Statistics | ||||
| Journal or Publication Title: | Statistica Sinica | ||||
| Publisher: | Academia Sinica * Institute of Statistical Science | ||||
| ISSN: | 1017-0405 | ||||
| Official Date: | 2014 | ||||
| Dates: |
|
||||
| Volume: | Volume 24 | ||||
| Number of Pages: | 28 | ||||
| Page Range: | pp. 221-249 | ||||
| DOI: | 10.5705/ss.2012.089 | ||||
| Status: | Peer Reviewed | ||||
| Publication Status: | Published | ||||
| Access rights to Published version: | Restricted or Subscription Access |
Request changes or add full text files to a record
Repository staff actions (login required)
 |
View Item |
