Self-consistent estimation of censored quantile regression
نویسندگان
چکیده
منابع مشابه
Self-consistent estimation of censored quantile regression
The principle of self-consistency has been employed to estimate regression quantile with randomly censored response. It has been of great interest to study how the self-consistent estimation of censored regression quantiles is connected to the alternative martingale-based approach. In this talk, I will first present a new formulation of self-consistent censored regression quantiles based on sto...
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Censored quantile regression has recently been studied under two major approaches: one is based on Portnoy (2003) that adopts self-consistent principle for handling censoring and the other one is based on Peng and Huang (2008) that utilizes the martingale structure of randomly censored data. Though numerical studies have suggested the close proximity between these two methods, their underlying ...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2012
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2011.10.005