High dimensional censored quantile regression
نویسندگان
چکیده
منابع مشابه
Censored Quantile Regression Redux
This vignette is a slightly modified version of Koenker (2008a). It was written in plain latex not Sweave, but all data and code for the examples described in the text are available from either the JSS website or from my webpages. Quantile regression for censored survival (duration) data offers a more flexible alternative to the Cox proportional hazard model for some applications. We describe t...
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Censored quantile regression offers a valuable supplement to Cox proportional hazards model for survival analysis. Existing work in the literature often requires stringent assumptions, such as unconditional independence of the survival time and the censoring variable or global linearity at all quantile levels. Moreover, some of the work use recursive algorithms making it challenging to derive a...
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Quantile regression aims at modeling the conditional median and quantiles of a response variable given certain predictor variables. In this work we consider the problem of linear quantile regression in high dimensions where the number of predictor variables is much higher than the number of samples available for parameter estimation. We assume the true parameter to have some structure character...
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Censored regression quantile (CRQ) methods provide a powerful and flexible approach to the analysis of censored survival data when standard linear models are felt to be appropriate. In many cases however, greater flexibility is desired to go beyond the usual multiple regression paradigm. One area of common interest is that of partially linear models: one (or more) of the explanatory covariates ...
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Quantile regression has been advocated in survival analysis to assess evolving covariate effects. However, challenges arise when the censoring time is not always observed and may be covariate-dependent, particularly in the presence of continuously-distributed covariates. In spite of several recent advances, existing methods either involve algorithmic complications or impose a probability grid. ...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2018
ISSN: 0090-5364
DOI: 10.1214/17-aos1551