1,669
Views
6
CrossRef citations to date
0
Altmetric
Theory and Methods

Functional Censored Quantile Regression

, , &
Pages 931-944 | Received 12 Mar 2018, Accepted 10 Mar 2019, Published online: 28 May 2019

References

  • Andersen, P. K., Borgan, O., Gill, R. D., and Keiding, N. (2012), Statistical Models Based on Counting Processes, New York: Springer Science & Business Media.
  • Bang, H., and Tsiatis, A. A. (2002), “Median Regression With Censored Cost Data,” Biometrics, 58, 643–649.
  • Buckley, J., and James, I. (1979), “Linear Regression With Censored Data,” Biometrika, 66, 429–436. DOI: 10.1093/biomet/66.3.429.
  • Cardot, H., Crambes, C., and Sarda, P. (2005), “Quantile Regression When the Covariates Are Functions,” Nonparametric Statistics, 17, 841–856. DOI: 10.1080/10485250500303015.
  • Chambers, J. M., and Hastie, T. J. (1992), Statistical Models in S (Vol. 251), Pacific Grove, CA: Wadsworth & Brooks/Cole Advanced Books & Software.
  • Chen, X., and Pouzo, D. (2012), “Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals,” Econometrica, 80, 277–321.
  • Chernozhukov, V., and Hong, H. (2002), “Three-Step Censored Quantile Regression and Extramarital Affairs,” Journal of the American Statistical Association, 97, 872–882. DOI: 10.1198/016214502388618663.
  • De Boor, C. (1978), A Practical Guide to Splines (Vol. 27), New York: Springer-Verlag.
  • Ferraty, F., Rabhi, A., and Vieu, P. (2005), “Conditional Quantiles for Dependent Functional Data With Application to the Climatic El Niño Phenomenon,” Sankhyā, 67, 378–398.
  • Fleming, T. R., and Harrington, D. P. (2011), Counting Processes and Survival Analysis (Vol. 169), New York: Wiley.
  • Gill, R. D., and Johansen, S. (1990), “A Survey of Product-Integration With a View Toward Application in Survival Analysis,” Annals of Statistics, 18, 1501–1555. DOI: 10.1214/aos/1176347865.
  • He, X., and Shi, P. (1994), “Convergence Rate of B-Spline Estimators of Nonparametric Conditional Quantile Functions,” Journal of Nonparametric Statistics, 3, 299–308. DOI: 10.1080/10485259408832589.
  • Kato, K. (2012), “Estimation in Functional Linear Quantile Regression,” Annals of Statistics, 40, 3108–3136. DOI: 10.1214/12-AOS1066.
  • Koenker, R. (2008), “Censored Quantile Regression Redux,” Journal of Statistical Software, 27, 1–25.
  • Koenker, R. (2012), “quantreg: Quantile Regression,” R Package Version 4.79.
  • Koenker, R., and Geling, O. (2001), “Reappraising Medfly Longevity: A Quantile Regression Survival Analysis,” Journal of the American Statistical Association, 96, 458–468. DOI: 10.1198/016214501753168172.
  • Lee, E. R., Noh, H., and Park, B. U. (2014), “Model Selection via Bayesian Information Criterion for Quantile Regression Models,” Journal of the American Statistical Association, 109, 216–229. DOI: 10.1080/01621459.2013.836975.
  • Lindgren, A. (1997), “Quantile Regression With Censored Data Using Generalized L1 Minimization,” Computational Statistics & Data Analysis, 23, 509–524. DOI: 10.1016/S0167-9473(96)00048-5.
  • Louis, T. A. (1981), “Nonparametric Analysis of an Accelerated Failure Time Model,” Biometrika, 68, 381–390. DOI: 10.1093/biomet/68.2.381.
  • Peng, L., and Huang, Y. (2008), “Survival Analysis With Quantile Regression Models,” Journal of the American Statistical Association, 103, 637–649. DOI: 10.1198/016214508000000355.
  • Portnoy, S. (2003), “Censored Regression Quantiles,” Journal of the American Statistical Association, 98, 1001–1012. DOI: 10.1198/016214503000000954.
  • Prentice, R. L. (1978), “Linear Rank Tests With Right Censored Data,” Biometrika, 65, 167–179. DOI: 10.1093/biomet/65.1.167.
  • Qu, S., Wang, J. L., and Wang, X. (2016), “Optimal Estimation for the Functional Cox Model,” Annals of Statistics, 44, 1708–1738. DOI: 10.1214/16-AOS1441.
  • Wang, H. J., and Wang, L. (2009), “Locally Weighted Censored Quantile Regression,” Journal of the American Statistical Association, 104, 1117–1128. DOI: 10.1198/jasa.2009.tm08230.
  • Wei, L. J., and Gail, M. H. (1983), “Nonparametric Estimation for a Scale-Change With Censored Observations,” Journal of the American Statistical Association, 78, 382–388. DOI: 10.1080/01621459.1983.10477981.
  • Wei, L. J., Ying, Z., and Lin, D. (1990), “Linear Regression Analysis of Censored Survival Data Based on Rank Tests,” Biometrika, 77, 845–851. DOI: 10.1093/biomet/77.4.845.
  • Yao, F., Müller, H. G., and Wang, J. L. (2005), “Functional Data Analysis for Sparse Longitudinal Data,” Journal of the American Statistical Association, 100, 577–590. DOI: 10.1198/016214504000001745.
  • Ying, Z., Jung, S., and Wei, L. J. (1995), “Survival Analysis With Median Regression Models,” Journal of the American Statistical Association, 90, 178–184. DOI: 10.1080/01621459.1995.10476500.
  • Yuan, M. (2006), “GACV for Quantile Smoothing Splines,” Computational Statistics & Data Analysis, 50, 813–829. DOI: 10.1016/j.csda.2004.10.008.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.