| Title | Quantile regression with censored data using generalized L1minimization |
| Authors | Anna Lindgren |
| Alternative Location | http://dx.doi.org/10.1016/S..., Restricted Access |
| Publication | Computational Statistics & Data Analysis |
| Year | 1997 |
| Volume | 23 |
| Issue | 4 |
| Pages | 509 - 524 |
| Document type | Article |
| Status | Published |
| Quality controlled | Yes |
| Language | eng |
| Publisher | Elsevier |
| Abstract English | We propose a way to estimate a parametric quantile function when the dependent variable, e.g. the survival time, is censored. We discuss one way to do this, transforming the problem of finding the p-quantile for the true, uncensored, survival times into a problem of finding the q-quantile for the observed, censored, times. The q-value involves the distribution of the censoring times, which is unknown. The estimation of the quantile function is done using the asymmetric L1 technique with weights involving local Kaplan-Meier estimates of the distribution of the censoring limit. |
| Keywords | Quantile regression, L1 minimization, Right censoring, Kaplan-Meier estimator, |
| ISBN/ISSN/Other | ISSN: 1872-7352 (online) |
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