Sökning: L773:0167 9473 OR L773:1872 7352
> (1995-1999) >
Quantile regression...
Quantile regression with censored data using generalized L1minimization
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- Lindgren, Anna (författare)
- Lund University,Lunds universitet,Matematisk statistik,Matematikcentrum,Institutioner vid LTH,Lunds Tekniska Högskola,Mathematical Statistics,Centre for Mathematical Sciences,Departments at LTH,Faculty of Engineering, LTH
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(creator_code:org_t)
- 1997
- 1997
- Engelska.
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Ingår i: Computational Statistics & Data Analysis. - 0167-9473. ; 23:4, s. 509-524
- Relaterad länk:
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http://dx.doi.org/10...
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https://lup.lub.lu.s...
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https://doi.org/10.1...
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Abstract
Ämnesord
Stäng
- We propose a way to estimate a parametric quantile function when the dependent variable, e.g. the survival time, is censored. We discuss one way to do this, transforming the problem of finding the p-quantile for the true, uncensored, survival times into a problem of finding the q-quantile for the observed, censored, times. The q-value involves the distribution of the censoring times, which is unknown. The estimation of the quantile function is done using the asymmetric L1 technique with weights involving local Kaplan-Meier estimates of the distribution of the censoring limit.
Ämnesord
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
Nyckelord
- Quantile regression
- L1 minimization
- Right censoring
- Kaplan-Meier estimator
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