Single index quantile regression models for censored data

Single index quantile regression models for censored data
Single index quantile regression models for censored data
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Composite Quantile Regression for Nonparametric Model with

Single-index composite quantile regression. We propose a semiparametric estimator for single-index models with censored responses due to detection limits. Composite quantile regression

Single index quantile regression models for censored data
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A Non-iterative Method for Fitting the Single Index

for partial linear quantile regression models; Wu, Yu, and Yu (2010) and Kong and Xia (2012) for single index quantile regression models; and Chen and Khan (2001) for partially linear censored regression models.1 For nonparametric quantile regression models, an alternative estimation approach to the ‚check

Single index quantile regression models for censored data
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A New Approach to Censored Quantile Regression Estimation

Lopez, O. and Patilea, V. (2009). Nonparametric lack-of-fit tests for parametric mean-regression models with censored data. J. Multivariate Anal. 100 210–230. Mathematical Reviews Inference for single-index quantile regression models with profile optimization Ma, Shujie and He, Xuming,

Single index quantile regression models for censored data
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Royal Statistical Society Publications

A SINGLE-INDEX QUANTILE REGRESSION MODEL AND ITS ESTIMATION - Volume 28 Issue 4 - Efang Kong, Yingcun Xia Jianbo Lian, Heng Jiang, Xuejun and Song, Xinyuan 2018. Estimation and testing for time-varying quantile single-index models with longitudinal data. Computational UNIFORM BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED QUANTILE

Single index quantile regression models for censored data
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Estimation and variable selection in single-index

We illustrated the proposed approach with both simulation examples and real data applications. The approach described here may be extended to a generalized single-index quantile regression framework with a known link function, which would be considered in future research.

Single index quantile regression models for censored data
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Testing in linear composite quantile regression models

Ordered logit and ordered probit regression for ordinal data. Single index models [clarification needed] allow some degree of nonlinearity in the relationship between x and y, while preserving the central role of the linear predictor β′x as in the classical linear regression model.

Single index quantile regression models for censored data
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Conditional density estimation in a censored single-index

Single-index composite quantile regression. (2011) proposed the estimating function method (EFM) for single-index models. Z.Z. ZhouVariable selection and coefficient estimation via composite quantile regression with randomly censored data. Statistics & Probability Letters, 82 (2012), pp. 308-317.

Single index quantile regression models for censored data
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Development of regional regression relationships with

Quantile regression methods with varying-coefficient models for censored data. Authors: Shangyu Xie: E.L. Korn, Application of nonparametric quantile regression to body mass index percentile curves from survey data, Stat. Med., 29 (2010) 558-572. it is common that several biomakers are related to a specific disease and each single

Single index quantile regression models for censored data
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Weighted average estimator in nonparametric quantile

Yan Fan, Manlai Tang and Maozai Tian, Composite quantile regression for varying-coefficient single-index models, Communications in Statistics - Theory and Methods, 45, 10, (3027), (2016). Crossref Meng Wang, Zhao Chen and Christina Dan Wang , Composite quantile regression for GARCH models using high-frequency data , Econometrics and Statistics

Single index quantile regression models for censored data
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Weighted composite quantile regression for single-index models

Finally, estimates of conditional densities are also needed in semiparametric extensions of the basic linear quantile regression model, for example, Ma and He (2016 Ma, S., and He, X. (2016), “ Inference for Single-Index Quantile Regression Models with Profile Optimization,” Annals of Statistics, 44, 1234 – 1268.

Single index quantile regression models for censored data
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Linear regression - Wikipedia

A Bayesian single-index quantile estimation approach for ordinal data is proposed. A simple and efficient MCMC algorithm was developed for posterior computation using a normal-exponential mixture

Single index quantile regression models for censored data
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Single-index composite quantile regression - ScienceDirect

A quantile regression estimator for censored data., Bernoulli 19(1) 344–361. [28] Li, Q., Lin, J. and Racine, J. S. (2013). Optimal bandwidth selection for nonparametric conditional distribution and quantile functions., Journal of Business & Economic Statistics 31 57–65.

Single index quantile regression models for censored data
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Royal Statistical Society Publications

A Non-iterative Method for Fitting the Single Index Quantile Regression Model with Uncensored and Censored Data. Open Access Author: Christou, Eliana Graduate Program: Statistics while recent research focuses on the single index quantile regression (SIQR) model. Compared to the single index mean regression (SIMR) problem, the fitting and

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A Direct Approach to Inference in Nonparametric and

1-PENALIZED QUANTILE REGRESSION IN HIGH-DIMENSIONAL SPARSE MODELS1 In this paper, we consider quantile regression in high-dimensional sparse mod-els (HDSMs). In such models, the overall number of regressors p is very large, the oracle rate for a single quantile index is

Single index quantile regression models for censored data
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Quantile Regression and Beyond in Statistical Analysis of

proportional hazards and the accelerated failure time models. Such data occur frequently in biostatistics, environmental sciences, social sciences and econometrics. There is a large body of work for linear/nonlinear QR models for censored data, but it is only recently that the single index quantile regression (SIQR) model has received some

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Quantile regression methods with varying-coefficient

In this paper we propose a weighted composite quantile regression (WCQR) estimation for single-index models. For parametric part, the WCQR is augmented using a data-driven weighting scheme.

Single index quantile regression models for censored data
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Regression with SAS Chapter 4 – Beyond OLS - IDRE Stats

Quantile regression is a type of regression analysis used in statistics and econometrics. Whereas the method of least squares results in estimates that approximate the conditional mean of the response variable given certain values of the predictor variables, quantile regression aims at estimating either the conditional median or other quantiles of the response variable.

Single index quantile regression models for censored data
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Single-index quantile regression - ScienceDirect

MULTIPLE IMPUTATION AND QUANTILE REGRESSION METHODS FOR BIOMARKER DATA SUBJECT TO DETECTION LIMITS we propose a weighted estimating equation approach for the censored quantile regression models. The contribution of each individual to the estimating equation is weighted by the data. To accommodate single censored covariates, Lynn [43

Single index quantile regression models for censored data
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A multiple imputation method based on weighted quantile

estimates for single-index models. Recently, [9] extended the CQR method to linear model with randomly censored data. This motivates us to extend the CQR method to nonparametric model with censored data (LCQRC). The paper is organized as follows. In Section 2, local composite quantile regression for nonparametric model

Single index quantile regression models for censored data
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Quantile Regression - Statistical Analysis Consulting

ThePennsylvaniaStateUniversity TheGraduateSchool EberlyCollegeofScience A NON-ITERATIVE METHOD FOR FITTING THE SINGLE INDEX QUANTILE REGRESSION MODEL WITH UNCENSORED

Single index quantile regression models for censored data
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l1-penalized quantile regression in high-dimensional

2018; Yang, X., Narisetty, N.N., and He, X. (2018) A new approach to censored quantile regression estimation. Journal of Computational and Graphical Statistics, Vol