IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v52y2008i3p1604-1614.html
   My bibliography  Save this article

Censored depth quantiles

Author

Listed:
  • Debruyne, M.
  • Hubert, M.
  • Portnoy, S.
  • Vanden Branden, K.

Abstract

No abstract is available for this item.

Suggested Citation

  • Debruyne, M. & Hubert, M. & Portnoy, S. & Vanden Branden, K., 2008. "Censored depth quantiles," Computational Statistics & Data Analysis, Elsevier, vol. 52(3), pages 1604-1614, January.
    • Handle: RePEc:eee:csdana:v:52:y:2008:i:3:p:1604-1614
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-9473(07)00204-6
    Download Restriction: Full text for ScienceDirect subscribers only.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Van Aelst, Stefan & Rousseeuw, Peter J., 2000. "Robustness of Deepest Regression," Journal of Multivariate Analysis, Elsevier, vol. 73(1), pages 82-106, April.
    2. Koenker,Roger, 2005. "Quantile Regression," Cambridge Books, Cambridge University Press, number 9780521845731, January.
    3. Honore, Bo & Khan, Shakeeb & Powell, James L., 2002. "Quantile regression under random censoring," Journal of Econometrics, Elsevier, vol. 109(1), pages 67-105, July.
    4. Neocleous, Tereza & Branden, Karlien Vanden & Portnoy, Stephen, 2006. "Correction to Censored Regression Quantiles by S. Portnoy, 98 (2003), 10011012," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 860-861, June.
    5. Portnoy S., 2003. "Censored Regression Quantiles," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 1001-1012, January.
    6. Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
    7. Van Aelst, Stefan & Rousseeuw, Peter J. & Hubert, Mia & Struyf, Anja, 2002. "The Deepest Regression Method," Journal of Multivariate Analysis, Elsevier, vol. 81(1), pages 138-166, April.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Čížek, Pavel, 2012. "Semiparametric robust estimation of truncated and censored regression models," Journal of Econometrics, Elsevier, vol. 168(2), pages 347-366.
    2. Lin, Guixian & He, Xuming & Portnoy, Stephen, 2012. "Quantile regression with doubly censored data," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 797-812.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Kong, Efang & Linton, Oliver & Xia, Yingcun, 2013. "Global Bahadur Representation For Nonparametric Censored Regression Quantiles And Its Applications," Econometric Theory, Cambridge University Press, vol. 29(5), pages 941-968, October.
    2. Lin, Guixian & He, Xuming & Portnoy, Stephen, 2012. "Quantile regression with doubly censored data," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 797-812.
    3. Narisetty, Naveen & Koenker, Roger, 2022. "Censored quantile regression survival models with a cure proportion," Journal of Econometrics, Elsevier, vol. 226(1), pages 192-203.
    4. Sungwon Lee & Joon H. Ro, 2020. "Nonparametric Tests for Conditional Quantile Independence with Duration Outcomes," Working Papers 2013, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
    5. Jiang, Rong & Qian, Weimin & Zhou, Zhangong, 2012. "Variable selection and coefficient estimation via composite quantile regression with randomly censored data," Statistics & Probability Letters, Elsevier, vol. 82(2), pages 308-317.
    6. Chernozhukov, Victor & Fernández-Val, Iván & Kowalski, Amanda E., 2015. "Quantile regression with censoring and endogeneity," Journal of Econometrics, Elsevier, vol. 186(1), pages 201-221.
    7. Xiaoyan Sun & Limin Peng & Yijian Huang & HuiChuan J. Lai, 2016. "Generalizing Quantile Regression for Counting Processes With Applications to Recurrent Events," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(513), pages 145-156, March.
    8. Neykov, N.M. & Čížek, P. & Filzmoser, P. & Neytchev, P.N., 2012. "The least trimmed quantile regression," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1757-1770.
    9. Xiaofeng Lv & Gupeng Zhang & Xinkuo Xu & Qinghai Li, 2019. "Weighted quantile regression for censored data with application to export duration data," Statistical Papers, Springer, vol. 60(4), pages 1161-1192, August.
    10. Wang, Huixia Judy & Wang, Lan, 2009. "Locally Weighted Censored Quantile Regression," Journal of the American Statistical Association, American Statistical Association, vol. 104(487), pages 1117-1128.
    11. Genya Kobayashi & Hideo Kozumi, 2012. "Bayesian analysis of quantile regression for censored dynamic panel data," Computational Statistics, Springer, vol. 27(2), pages 359-380, June.
    12. Zheng, Ming & Zhao, Ziqiang & Yu, Wen, 2013. "Quantile regression analysis of case-cohort data," Journal of Multivariate Analysis, Elsevier, vol. 122(C), pages 20-34.
    13. Khan, Shakeeb & Tamer, Elie, 2009. "Inference on endogenously censored regression models using conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 152(2), pages 104-119, October.
    14. Pang, Lei & Lu, Wenbin & Wang, Huixia Judy, 2012. "Variance estimation in censored quantile regression via induced smoothing," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 785-796.
    15. De Silva, Dakshina G. & Kosmopoulou, Georgia & Lamarche, Carlos, 2009. "The effect of information on the bidding and survival of entrants in procurement auctions," Journal of Public Economics, Elsevier, vol. 93(1-2), pages 56-72, February.
    16. Chen, Songnian, 2023. "Two-step estimation of censored quantile regression for duration models with time-varying regressors," Journal of Econometrics, Elsevier, vol. 235(2), pages 1310-1336.
    17. Shuang Ji & Limin Peng & Yu Cheng & HuiChuan Lai, 2012. "Quantile Regression for Doubly Censored Data," Biometrics, The International Biometric Society, vol. 68(1), pages 101-112, March.
    18. Fan, Yanqin & Liu, Ruixuan, 2018. "Partial identification and inference in censored quantile regression," Journal of Econometrics, Elsevier, vol. 206(1), pages 1-38.
    19. Rodrigues, T. & Dortet-Bernadet, J.-L. & Fan, Y., 2019. "Simultaneous fitting of Bayesian penalised quantile splines," Computational Statistics & Data Analysis, Elsevier, vol. 134(C), pages 93-109.
    20. Peng, Limin, 2012. "Self-consistent estimation of censored quantile regression," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 368-379.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:52:y:2008:i:3:p:1604-1614. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.