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作者:

Du, Jiang (Du, Jiang.) (学者:杜江) | Zhang, Zhongzhan (Zhang, Zhongzhan.) (学者:张忠占) | Xie, Tianfa (Xie, Tianfa.)

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SSCI Scopus SCIE

摘要:

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.

关键词:

Random censoring Model uncertainty FIC Quantile regression

作者机构:

  • [ 1 ] [Du, Jiang]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 2 ] [Zhang, Zhongzhan]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Xie, Tianfa]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 4 ] [Du, Jiang]Collaborat Innovat Ctr Capital Social Construct &, Beijing 100124, Peoples R China
  • [ 5 ] [Zhang, Zhongzhan]Collaborat Innovat Ctr Capital Social Construct &, Beijing 100124, Peoples R China
  • [ 6 ] [Xie, Tianfa]Collaborat Innovat Ctr Capital Social Construct &, Beijing 100124, Peoples R China

通讯作者信息:

  • 杜江

    [Du, Jiang]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China;;[Du, Jiang]Collaborat Innovat Ctr Capital Social Construct &, Beijing 100124, Peoples R China

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来源 :

METRIKA

ISSN: 0026-1335

年份: 2017

期: 5

卷: 80

页码: 547-570

0 . 7 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:66

中科院分区:4

被引次数:

WoS核心集被引频次: 6

SCOPUS被引频次: 5

ESI高被引论文在榜: 0 展开所有

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中文被引频次:

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