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An Adapted Loss Function for Censored Quantile Regression

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  • De Backer, Mickael
  • El Ghouch, Anouar
  • Van Keilegom, Ingrid

Abstract

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Suggested Citation

  • De Backer, Mickael & El Ghouch, Anouar & Van Keilegom, Ingrid, 2019. "An Adapted Loss Function for Censored Quantile Regression," LIDAM Reprints ISBA 2019054, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvar:2019054
    Note: In : Journal of the American Statistical Association, vol. 114, no. 527, p. 1126-1137 (2019)
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    Cited by:

    1. Mercedes Conde‐Amboage & Ingrid Van Keilegom & Wenceslao González‐Manteiga, 2021. "A new lack‐of‐fit test for quantile regression with censored data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 655-688, June.
    2. Gabriela M. Rodrigues & Edwin M. M. Ortega & Gauss M. Cordeiro & Roberto Vila, 2023. "Quantile Regression with a New Exponentiated Odd Log-Logistic Weibull Distribution," Mathematics, MDPI, vol. 11(6), pages 1-20, March.
    3. Yue Zhao & Ingrid Van Keilegom & Shanshan Ding, 2022. "Envelopes for censored quantile regression," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(4), pages 1562-1585, December.
    4. Jad Beyhum & Lorenzo Tedesco & Ingrid Van Keilegom, 2022. "Instrumental variable quantile regression under random right censoring," Papers 2209.01429, arXiv.org, revised Feb 2023.
    5. Mickaël De Backer & Anouar El Ghouch & Ingrid Van Keilegom, 2020. "Linear censored quantile regression: A novel minimum‐distance approach," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(4), pages 1275-1306, December.

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