Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152360 | Statistics & Probability Letters | 2012 | 10 Pages |
Abstract
Composite quantile regression with randomly censored data is studied. Moreover, adaptive LASSO methods for composite quantile regression with randomly censored data are proposed. The consistency, asymptotic normality and oracle property of the proposed estimators are established. The proposals are illustrated via simulation studies and the Australian AIDS dataset.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Rong Jiang, Weimin Qian, Zhangong Zhou,