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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.
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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
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