Censored depth quantiles

Computational Statistics and Data Analysis

Volumn 52, Issue 3, 2008, Pages 1604-1614

  Debruyne, M ^a   Hubert, M ^a   Portnoy, S ^b   Vanden Branden, K ^a  

^a Katholieke Universiteit Leuven   (Belgium)

^b UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

Author keywords

Censoring; Quantile regression; Regression depth; Robustness

Indexed keywords

CALCULATIONS; COMPUTER SIMULATION; ESTIMATION; VARIATIONAL TECHNIQUES;

CENSORING; KAPLAN MEIER ESTIMATOR; QUANTILE REGRESSION; REGRESSION DEPTH; ROBUSTNESS;

REGRESSION ANALYSIS;

EID: 35548961869     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2007.05.004     Document Type: Article

References (14)

1. Adrover J., Maronna R., and Yohai V. Relationships between maximum depth and projection regression estimates. J. Statist. Plann. Inference 105 (2002) 363-375
2. Adrover J., Maronna R., and Yohai V. Robust regression quantiles. J. Statist. Plann. Inference 122 (2004) 187-202
3. Bai Z., and He X. Asymptotic distributions of the maximal depth estimators for regression and multivariate location. Ann. Statist. 27 (2000) 1616-1637
4. Honoré B., Khan S., and Powell J. Quantile regression under random censoring. J. Econometrics 109 (2002) 67-105
5. Koenker R. Quantile Regression (2005), Cambridge University Press, Cambridge
6. Koenker R., and Bassett G. Regression quantiles. Econometrica 46 (1978) 33-50
7. Neocleous T., Vanden Branden K., and Portnoy S. Correction to censored regression quantiles. J. Amer. Statist. Assoc. 101 (2006) 860-861
8. Park J., and Hwang J. Regression depth with censored and truncated data. Comm. Statist. Theory Methods 32 (2003) 997-1008
9. Portnoy S. Censored regression quantiles. J. Amer. Statist. Assoc. 98 (2003) 1001-1012
10. Rambali B., Van Aelst S., Baert L., and Massart D. Using deepest regression method for optimization of fluidized bed granulation on semi-full scale. Internat. J. Pharm. 258 (2003) 85-94
11. Rousseeuw P.J., and Hubert M. Regression depth. J. Amer. Statist. Assoc. 94 (1999) 388-402
12. Van Aelst S., and Rousseeuw P.J. Robustness of deepest regression. J. Multivariate Anal. 73 (2000) 82-106
13. Van Aelst S., Rousseeuw P.J., Hubert M., and Struyf A. The deepest regression method. J. Multivariate Anal. 81 (2002) 138-166
14. Verboven S., and Hubert M. LIBRA: a Matlab Library for Robust Analysis. Chemometr. Intel. Lab. 75 (2005) 127-136