Composite Quantile Regression for Nonparametric Model with Random Censored Data

• 作者: Rong Jiang Weimin Qian
• 来源期刊: 统计学期刊(英文)
• 学科: 数学
• 关键词: Kaplan-Meier ESTIMATOR Censored DATA COMPOSITE QUANTILE Regression KERNEL ESTIMATOR NONPARAMETRIC Model
• 年，卷（期）: 2013,（2）
• 页码范围: 65-73
• 页数: 9页
• 分类号: O1

摘要

The composite quantile regression should provide estimation efficiency gain over a single quantile regression. In this paper, we extend composite quantile regression to nonparametric model with random censored data. The asymptotic normality of the proposed estimator is established. The proposed methods are applied to the lung cancer data. Extensive simulations are reported, showing that the proposed method works well in practical settings.