Generalizing Quantile Regression for Counting Processes With Applications to Recurrent Events
نویسندگان
چکیده
منابع مشابه
Local Composite Quantile Regression Smoothing for Harris Recurrent Markov Processes.
In this paper, we study the local polynomial composite quantile regression (CQR) smoothing method for the nonlinear and nonparametric models under the Harris recurrent Markov chain framework. The local polynomial CQR regression method is a robust alternative to the widely-used local polynomial method, and has been well studied in stationary time series. In this paper, we relax the stationarity ...
متن کاملQuantile regression for recurrent gap time data.
Evaluating covariate effects on gap times between successive recurrent events is of interest in many medical and public health studies. While most existing methods for recurrent gap time analysis focus on modeling the hazard function of gap times, a direct interpretation of the covariate effects on the gap times is not available through these methods. In this article, we consider quantile regre...
متن کاملHigh quantile regression for extreme events
For extreme events, estimation of high conditional quantiles for heavy tailed distributions is an important problem. Quantile regression is a useful method in this field with many applications. Quantile regression uses an L1-loss function, and an optimal solution by means of linear programming. In this paper, we propose a weighted quantile regression method. Monte Carlo simulations are performe...
متن کاملQuantile Regression for Large-scale Applications
Quantile regression is a method to estimate the quantiles of the conditional distribution of a response variable, and as such it permits a much more accurate portrayal of the relationship between the response variable and observed covariates than methods such as least-squares or least absolute deviations regression. It can be expressed as a linear program, and, with appropriate preprocessing, i...
متن کاملSubsampling Inference on Quantile Regression Processes
In program evaluation studies, important hypotheses concerning how a treatment or a social program affects the distribution of an outcome of interest can be tested using statistics derived from empirical conditional quantile processes. This paper develops simple and practical tests for verifying these hypotheses. The critical values for these tests are obtained by subsampling appropriately rece...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 2016
ISSN: 0162-1459,1537-274X
DOI: 10.1080/01621459.2014.995795