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Single-index quantile regression models for censored data

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  • Bucher, Axel
  • El Ghouch, Anouar
  • Van Keilegom, Ingrid

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  • Bucher, Axel & El Ghouch, Anouar & Van Keilegom, Ingrid, 2014. "Single-index quantile regression models for censored data," LIDAM Discussion Papers ISBA 2014001, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvad:2014001
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    References listed on IDEAS

    as
    1. Wu, Tracy Z. & Yu, Keming & Yu, Yan, 2010. "Single-index quantile regression," Journal of Multivariate Analysis, Elsevier, vol. 101(7), pages 1607-1621, August.
    2. Klein, Roger W & Spady, Richard H, 1993. "An Efficient Semiparametric Estimator for Binary Response Models," Econometrica, Econometric Society, vol. 61(2), pages 387-421, March.
    3. Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
    4. Lopez, Olivier & Patilea, Valentin & Van Keilegom, Ingrid, 2013. "Single index regression models in the presence of censoring depending on the covariates," LIDAM Reprints ISBA 2013029, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    5. James B. Elsner & James P. Kossin & Thomas H. Jagger, 2008. "The increasing intensity of the strongest tropical cyclones," Nature, Nature, vol. 455(7209), pages 92-95, September.
    6. Kato, Kengo, 2009. "Asymptotics for argmin processes: Convexity arguments," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1816-1829, September.
    7. Delecroix, Michel & Härdle, Wolfgang & Hristache, Marian, 2003. "Efficient estimation in conditional single-index regression," Journal of Multivariate Analysis, Elsevier, vol. 86(2), pages 213-226, August.
    8. Yingcun Xia & Howell Tong & W. K. Li & Li‐Xing Zhu, 2002. "An adaptive estimation of dimension reduction space," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(3), pages 363-410, August.
    9. Kong, Efang & Xia, Yingcun, 2012. "A Single-Index Quantile Regression Model And Its Estimation," Econometric Theory, Cambridge University Press, vol. 28(4), pages 730-768, August.
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    Cited by:

    1. De Backer, Mickael & El Ghouch, Anouar & Van Keilegom, Ingrid, 2016. "Semiparametric Copula Quantile Regression for Complete or Censored Data," LIDAM Discussion Papers ISBA 2016009, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).

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