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A quantile regression estimator for censored data
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Leng, Chenlei and Tong, Xingwei (2013) A quantile regression estimator for censored data. Bernoulli, Volume 19 (Number 1). pp. 344-361. doi:10.3150/11-BEJ388 ISSN 1350-7265.
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Official URL: http://dx.doi.org/10.3150/11-BEJ388
Abstract
We propose a censored quantile regression estimator motivated by unbiased estimating equations. Under the usual conditional independence assumption of the survival time and the censoring time given the covariates, we show that the proposed estimator is consistent and asymptotically normal. We develop an efficient computational algorithm which uses existing quantile regression code. As a result, bootstrap-type inference can be efficiently implemented. We illustrate the finite-sample performance of the proposed method by simulation studies and analysis of a survival data set.
Item Type: | Journal Article | ||||||
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Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||||
Journal or Publication Title: | Bernoulli | ||||||
Publisher: | Int Statistical Institute | ||||||
ISSN: | 1350-7265 | ||||||
Official Date: | 18 January 2013 | ||||||
Dates: |
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Volume: | Volume 19 | ||||||
Number: | Number 1 | ||||||
Page Range: | pp. 344-361 | ||||||
DOI: | 10.3150/11-BEJ388 | ||||||
Status: | Peer Reviewed | ||||||
Publication Status: | Published | ||||||
Access rights to Published version: | Restricted or Subscription Access |
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