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Censored quantile regression via Box-Cox transformation under conditional independence

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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

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Official URL: http://dx.doi.org/10.5705/ss.2012.089

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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:
DateEvent
2014Published
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

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