Censored quantile regression redux

Journal of Statistical Software

Volumn 27, Issue 6, 2008, Pages 1-25

  Koenker, Roger ^a  

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

Author keywords

Censored data; Quantile regression

Indexed keywords

EID: 48749089283     PISSN: 15487660     EISSN: 15487660     Source Type: Journal    
DOI: 10.18637/jss.v027.i06     Document Type: Article

References (27)

1. Andersen PK, Borgan Ø, Gill RD, Keiding N (1991). Statistical Models Based on Counting Processes. Springer-Verlag, New York.
2. 1 Norm." Communications of the ACM, 17, 319-320.
3. Berger J, Wolpert R (1984). The Likelihood Principle. Institute of Mathematical Statistics.
4. Chernozhukov V, Fernández-Val I, Galichon A (2006). "Quantile and Probability Curves Without Crossing." Preprint.
5. Efron B (1967). "The Two Sample Problem with Censored Data." In "Proceedings of the 5th Berkeley Symposium on Mathematical Statistics and Probability," Prentice-Hall, New York.
6. Fitzenberger B (1996). "A Guide to Censored Quantile Regressions." In C Rao, G Maddala (eds.), "Handbook of Statistics," North-Holland, New York.
7. Fitzenberger B, Wilke R (2006). "Using Quantile Regression for Duration Analysis." Allgemeines Statistisches Archiv, 90, 103-118.
8. Fitzenberger B, Winker P (2007). "Improving the Computation of Censored Quantile Regressions." Computational Statistics & Data Anlaysis, 52, 88-108.
9. Fleming TR, Harrington DP (1991). Counting Processes and Survival Analysis. John Wiley & Sons, New York.
10. Fygenson M, Ritov Y (1994). "Monotone Estimating Equations for Censored Data." The Annals of Statistics, 22, 732-746.
11. Hosmer D, Lemeshow S (1999). Applied Survival Analysis: Regression Modeling of Time to Event Data. John Wiley & Sons, New York.
12. Koenker R (2005). Quantile Regression. Cambridge University Press, London.
13. Koenker R (2008). quantreg: Quantile Regression. R package version 4.17, URL http://CRAN.R-project.org/package=quantreg.
14. Koenker R, Geling O (2001). "Reappraising Medfly Longevity: A Quantile Regression Survival Analysis." Journal of American Statistical Association, 96, 458-468.
15. Koenker RW, D'Orey V (1987). "[Algorithm AS 229] Computing Regression Quantiles." Applied Statistics, 36, 383-393.
16. Leurgans S (1987). "Linear Models, Random Censoring and Synthetic Data." Biometrika, 74, 301-309.
17. Lindgren A (1997). "Quantile Regression with Censored Data Using Generalized L1 Minimization." Computational Statistics & Data Analysis, 23, 509-524.
18. Orestes Cerdeira J, Duarte Silva P, Cadima J, Minhoto M (2007). subselect: Selecting Variable Subsets. R package version 0.9-9992, URL http://CRAN.R-project.org/package= subselect.
19. Peng L, Huang Y (2008). "Survival Analysis with Quantile Regression Models." Journal of American Statistical Association. Forthcoming.
20. Portnoy S (2003). "Censored Quantile Regression." Journal of American Statistical Association, 98, 1001-1012.
21. Portnoy S, Koenker R (1997). "The Gaussian Hare and the Laplacian Tortoise: Computability of Squared-Error Versus Absolute-Error Estimators." Statistical Science, 12, 279-300.
22. Powell JL (1984). "Least Absolute Deviations Estimation for the Censored Regression Model." Journal of Econometrics, 25, 303-325.
23. Powell JL (1986). "Censored Regression Quantiles." Journal of Econometrics, 32, 143-155.
24. R Development Core Team (2008). R: A Language and Environment for Statistical Computing. R Foundation for Statistical Computing, Vienna, Austria. ISBN 3-900051-07-0, URL http://www.R-project.org/.
25. Therneau TM, Lumley T (2008). survival: Survival Analysis. R package version 2.34-1, URL http://CRAN.R-project.org/package= survival.
26. Tobin J (1958). "Estimation for Relationships with Limited Dependent Variables." Econometrica, 26, 24-36.
27. Wang J, Li Y (2005). "Estimators for Survival Function when Censoring Times Are Known." Communications in Statistics: Theory & Methods, 34, 449-459.