| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1151778 | Statistics & Probability Letters | 2015 | 8 Pages |
Abstract
We propose a new test for covariate-threshold caused change point in quantile regression with random censoring, based on partial subgradient. Critical values are obtained using wild bootstrap samples, where induced smoothing method is used to estimate the conditional density.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yanlin Tang, Xinyuan Song, Zhongyi Zhu,