Variance estimation in censored quantile regression via induced smoothing
نویسندگان
چکیده
منابع مشابه
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 ...
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ژورنال
عنوان ژورنال: Computational Statistics & Data Analysis
سال: 2012
ISSN: 0167-9473
DOI: 10.1016/j.csda.2010.10.018