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|Title:||A quantile regression estimator for censored data||Authors:||Leng, C.
|Keywords:||Accelerated failure time model
Censored quantile regression
|Issue Date:||Feb-2013||Citation:||Leng, C., Tong, X. (2013-02). A quantile regression estimator for censored data. Bernoulli 19 (1) : 344-361. ScholarBank@NUS Repository. https://doi.org/10.3150/11-BEJ388||Abstract:||We propose a censored quantile regression estimator motivated by unbiased estimating equations. Under the usual conditional independence assumption of the survival time and the censoring time given the covariates, we show that the proposed estimator is consistent and asymptotically normal. We develop an efficient computational algorithm which uses existing quantile regression code. As a result, bootstrap-type inference can be efficiently implemented. We illustrate the finite-sample performance of the proposed method by simulation studies and analysis of a survival data set. ©2013 ISI/BS.||Source Title:||Bernoulli||URI:||http://scholarbank.nus.edu.sg/handle/10635/104962||ISSN:||13507265||DOI:||10.3150/11-BEJ388|
|Appears in Collections:||Staff Publications|
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