Regularized linear censored quantile regression
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Son, Minjeong | - |
dc.contributor.author | Choi, Taehwa | - |
dc.contributor.author | Shin, Seung Jun | - |
dc.contributor.author | Jung, Yoonsuh | - |
dc.contributor.author | Choi, Sangbum | - |
dc.date.accessioned | 2022-03-10T19:40:28Z | - |
dc.date.available | 2022-03-10T19:40:28Z | - |
dc.date.created | 2022-02-08 | - |
dc.date.issued | 2022-06 | - |
dc.identifier.issn | 1226-3192 | - |
dc.identifier.uri | https://scholar.korea.ac.kr/handle/2021.sw.korea/138500 | - |
dc.description.abstract | For right-censored survival data, censored quantile regression is emerging as an attractive alternative to the Cox's proportional hazards and the accelerated failure time models. Censored quantile regression has been considered as a robust and flexible alternative in the sense that it can capture a variety of treatment effects at different quantile levels of survival function. In this paper, we present a novel regularized estimation and variable selection procedure for censored quantile regression model. Statistical inference on censored quantile regression is often based on a martingale-based estimating function that may require a strict linearity assumption and a grid-search procedure. Instead, we employ a local kernel-based Kaplan-Meier estimator and modify the quantile loss function to facilitate censored observations. This approach allows us to assume the linearity condition only at the particular quantile level of interest. Our proposed method is then regularized by using LASSO and adaptive LASSO, along with sufficient dimension reduction, to select a subset of informative covariates in a high-dimension setting. The asymptotic properties of the proposed estimators are rigorously studied. Their finite-sample properties and practical utility are explored via simulation studies and application to PBC data. | - |
dc.language | English | - |
dc.language.iso | en | - |
dc.publisher | SPRINGER HEIDELBERG | - |
dc.subject | MEDIAN REGRESSION | - |
dc.subject | DIMENSION REDUCTION | - |
dc.subject | VARIABLE SELECTION | - |
dc.subject | SURVIVAL ANALYSIS | - |
dc.subject | ADAPTIVE LASSO | - |
dc.title | Regularized linear censored quantile regression | - |
dc.title.alternative | Regularized linear censored quantile regression | - |
dc.type | Article | - |
dc.contributor.affiliatedAuthor | Jung, Yoonsuh | - |
dc.contributor.affiliatedAuthor | Choi, Sangbum | - |
dc.identifier.doi | 10.1007/s42952-021-00155-z | - |
dc.identifier.scopusid | 2-s2.0-85119034346 | - |
dc.identifier.wosid | 000719155300001 | - |
dc.identifier.bibliographicCitation | JOURNAL OF THE KOREAN STATISTICAL SOCIETY, v.51, no.2, pp.589 - 607 | - |
dc.relation.isPartOf | JOURNAL OF THE KOREAN STATISTICAL SOCIETY | - |
dc.citation.title | JOURNAL OF THE KOREAN STATISTICAL SOCIETY | - |
dc.citation.volume | 51 | - |
dc.citation.number | 2 | - |
dc.citation.startPage | 589 | - |
dc.citation.endPage | 607 | - |
dc.type.rims | ART | - |
dc.type.docType | Article | - |
dc.identifier.kciid | ART002855536 | - |
dc.description.journalClass | 1 | - |
dc.description.journalRegisteredClass | scie | - |
dc.description.journalRegisteredClass | scopus | - |
dc.description.journalRegisteredClass | kci | - |
dc.description.journalRegisteredClass | other | - |
dc.relation.journalResearchArea | Mathematics | - |
dc.relation.journalWebOfScienceCategory | Statistics & Probability | - |
dc.subject.keywordPlus | MEDIAN REGRESSION | - |
dc.subject.keywordPlus | DIMENSION REDUCTION | - |
dc.subject.keywordPlus | VARIABLE SELECTION | - |
dc.subject.keywordPlus | SURVIVAL ANALYSIS | - |
dc.subject.keywordPlus | ADAPTIVE LASSO | - |
dc.subject.keywordAuthor | Accelerated failure time model | - |
dc.subject.keywordAuthor | Kernel smoothing | - |
dc.subject.keywordAuthor | Martingale | - |
dc.subject.keywordAuthor | Sufficient dimension reduction | - |
dc.subject.keywordAuthor | Survival analysis | - |
dc.subject.keywordAuthor | Variable selection | - |
Items in ScholarWorks are protected by copyright, with all rights reserved, unless otherwise indicated.
(02841) 서울특별시 성북구 안암로 14502-3290-1114
COPYRIGHT © 2021 Korea University. All Rights Reserved.
Certain data included herein are derived from the © Web of Science of Clarivate Analytics. All rights reserved.
You may not copy or re-distribute this material in whole or in part without the prior written consent of Clarivate Analytics.