کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
415862 681247 2012 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Variance estimation in censored quantile regression via induced smoothing
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
Variance estimation in censored quantile regression via induced smoothing
چکیده انگلیسی

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 the Bang and Tsiatis 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 consistent. In addition, a numerical study suggests that the proposed procedure performs well in finite samples, and it is computationally more efficient than the commonly used bootstrap method.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 56, Issue 4, 1 April 2012, Pages 785–796
نویسندگان
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