Analysis on censored quantile residual life model via spline smoothing

Analysis on Censored Quantile Residual Life Model via Spline Smoothing.

We propose a general class of quantile residual life models, where a specific quantile of the residual life time, conditional on an individual has survived up to time t, is a function of certain covariates with their coefficients varying over time. The varying coefficients are assumed to be smooth unspecified functions of t. We propose to estimate the coefficient functions using spline approxim...

Inference on Conditional Quantile Residual Life for Censored Survival Data

Variance estimation in censored quantile regression via induced smoothing

Statistical inference in censored quantile regression is challenging, partly due to the unsmoothness of the quantile score function. A new procedure is developed to estimate the variance of Bang and Tsiatis's inverse-censoring-probability weighted estimator for censored quantile regression by employing the idea of induced smoothing. The proposed variance estimator is shown to be asymptotically ...

Smoothing Spline Regression Estimates for Randomly Right Censored Data

Variable Selection for Nonparametric Quantile Regression via Smoothing Spline AN OVA.

Quantile regression provides a more thorough view of the effect of covariates on a response. Nonparametric quantile regression has become a viable alternative to avoid restrictive parametric assumption. The problem of variable selection for quantile regression is challenging, since important variables can influence various quantiles in different ways. We tackle the problem via regularization in...