Variable selection and coefficient estimation via composite quantile regression with randomly censored data |
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| Authors: | Rong Jiang Weimin Qian |
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| Affiliation: | a Department of Mathematics, Tongji University, Shanghai, 200092, PR Chinab Department of Statistics, Jiaxing University, Jiaxing, 314001, PR China |
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| Abstract: | Composite quantile regression with randomly censored data is studied. Moreover, adaptive LASSO methods for composite quantile regression with randomly censored data are proposed. The consistency, asymptotic normality and oracle property of the proposed estimators are established. The proposals are illustrated via simulation studies and the Australian AIDS dataset. |
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| Keywords: | Kaplan-Meier estimator Randomly censored data Composite quantile regression Variable selection LASSO |
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