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Regression estimators based on conditional quantiles
Authors:
Probal Chaudhuri -
a;
Kjell Dorsum -
b;
Alex Samarov -
c
| Affiliations: | a Division of Theoretical Statistics and Mathematics, Indian Statistical Institute, |
| b Department of Statistics, University of California, Berkeley | |
| c Center for Computational Research in Economics and Management Science, Massachusetts Institute of Technology, |
DOI:
10.1080/10485259408832591
Publication Frequency:
8 issues per year
Subjects:
Mathematical Economics;
Mathematical Finance;
Medical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
PDF
(English)
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Abstract
We introduce a regression model which includes the proportional hazard and accelerated failure time models, as well as many other survival analysis models, as special cases, and we show how conditional quantile methods can be used to accomplish asymptotic inference in this model.
|
| Keywords: Transformation model; quantile regression; survival analysis |
| view references (7) |
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