In this paper we characterize the identified set and construct asymptotically valid and non-conservative confidence sets for the quantile regression coeffi cient in a linear quantile regression model, where the dependent variable is subject to possibly dependent censoring. The underlying censoring mechanism is characterized by an Archimedean copula for the dependent variable and the censoring v...

Censored quantile regression is an important alternative to the Cox proportional hazards model in survival analysis. In contrast to the usual central covariate effects, quantile regression can effectively characterize the covariate effects at different quantiles of the survival time. When covariates are measured with errors, it is known that naively treating mismeasured covariates as error-free...

In longitudinal studies, measurements of the same individuals are taken repeatedly through time. Often, the primary goal is to characterize the change in response over time and the factors that influence change. Factors can affect not only the location but also more generally the shape of the distribution of the response over time. To make inference about the shape of a population distribution,...

The finite sample distributions of the regression quantile and of the extreme regression quantile are derived for a broad class of distributions of the model errors, even for the non-i.i.d case. The distributions are analogous to the corresponding distributions in the location model; this again confirms that the regression quantile is a straightforward extension of the sample quantile. As an ap...

OBJECTIVES To (a) assess the association between dietary diversity (DD) score, socioeconomic status (SES) and maternal body mass index (BMI), and (b) the variation of the effects of DD and SES at different points of the conditional distribution of the BMI. METHODS The study used Demographic and Health Surveys round 5 data sets from Ghana, Namibia and Sao Tome and Principe. The outcome variabl...

Partial least squares (PLS) is a dimensionality reduction technique used as an alternative to ordinary (OLS) in situations where the data colinear or high dimensional. Both PLS and OLS provide mean based estimates, which are extremely sensitive presence of outliers heavy tailed distributions. In contrast, quantile regression that computes robust estimates. this work, multivariate extended frame...

In this paper, we propose a multivariate quantile regression method which enables localized analysis on conditional quantiles and global comovement analysis on conditional ranges for high-dimensional data. The proposed method, hereafter referred to as FActorisable Sparse Tail Event Curves, or FASTEC for short, exploits the potential factor structure of multivariate conditional quantiles through...