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Quantile regression with censored data using generalized L1minimization

Lindgren, Anna LU (1997) In Computational Statistics & Data Analysis 23(4). p.509-524
Abstract
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.
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author
organization
publishing date
type
Contribution to journal
publication status
published
subject
keywords
Quantile regression, L1 minimization, Right censoring, Kaplan-Meier estimator
in
Computational Statistics & Data Analysis
volume
23
issue
4
pages
509 - 524
publisher
Elsevier
ISSN
0167-9473
DOI
10.1016/S0167-9473(96)00048-5
language
English
LU publication?
yes
id
f894d204-080d-49fb-a328-cc5466cb0e3c (old id 1670834)
date added to LUP
2010-09-17 15:31:24
date last changed
2016-04-15 19:37:39
@article{f894d204-080d-49fb-a328-cc5466cb0e3c,
  abstract     = {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.},
  author       = {Lindgren, Anna},
  issn         = {0167-9473},
  keyword      = {Quantile regression,L1 minimization,Right censoring,Kaplan-Meier estimator},
  language     = {eng},
  number       = {4},
  pages        = {509--524},
  publisher    = {Elsevier},
  series       = {Computational Statistics & Data Analysis},
  title        = {Quantile regression with censored data using generalized L1minimization},
  url          = {http://dx.doi.org/10.1016/S0167-9473(96)00048-5},
  volume       = {23},
  year         = {1997},
}