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Author:

Du, Jiang (Du, Jiang.) (Scholars:杜江) | Zhang, Zhongzhan (Zhang, Zhongzhan.) (Scholars:张忠占) | Xie, Tianfa (Xie, Tianfa.)

Indexed by:

SSCI Scopus SCIE

Abstract:

In this paper, we study model selection and model averaging for quantile regression with randomly right censored response. We consider a semi-parametric censored quantile regression model without distribution assumptions. Under general conditions, a focused information criterion and a frequentist model averaging estimator are proposed, and theoretical properties of the proposed methods are established. The performances of the procedures are illustrated by extensive simulations and the primary biliary cirrhosis data.

Keyword:

Random censoring Model uncertainty FIC Quantile regression

Author Community:

  • [ 1 ] [Du, Jiang]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 2 ] [Zhang, Zhongzhan]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Xie, Tianfa]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 4 ] [Du, Jiang]Collaborat Innovat Ctr Capital Social Construct &, Beijing 100124, Peoples R China
  • [ 5 ] [Zhang, Zhongzhan]Collaborat Innovat Ctr Capital Social Construct &, Beijing 100124, Peoples R China
  • [ 6 ] [Xie, Tianfa]Collaborat Innovat Ctr Capital Social Construct &, Beijing 100124, Peoples R China

Reprint Author's Address:

  • 杜江

    [Du, Jiang]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China;;[Du, Jiang]Collaborat Innovat Ctr Capital Social Construct &, Beijing 100124, Peoples R China

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Source :

METRIKA

ISSN: 0026-1335

Year: 2017

Issue: 5

Volume: 80

Page: 547-570

0 . 7 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

ESI HC Threshold:66

CAS Journal Grade:4

Cited Count:

WoS CC Cited Count: 6

SCOPUS Cited Count: 6

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 8

Affiliated Colleges:

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