Composite Quantile Regression for Nonparametric Model with Random Censored Data

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DOI: 10.4236/ojs.2013.32009    5,188 Downloads   8,789 Views  Citations
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ABSTRACT

The composite quantile regression should provide estimation efficiency gain over a single quantile regression. In this paper, we extend composite quantile regression to nonparametric model with random censored data. The asymptotic normality of the proposed estimator is established. The proposed methods are applied to the lung cancer data. Extensive simulations are reported, showing that the proposed method works well in practical settings.

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R. Jiang and W. Qian, "Composite Quantile Regression for Nonparametric Model with Random Censored Data," Open Journal of Statistics, Vol. 3 No. 2, 2013, pp. 65-73. doi: 10.4236/ojs.2013.32009.

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