A NONPARAMETRIC SURVIVAL FUNCTION ESTIMATOR VIA CENSORED KERNEL QUANTILE REGRESSIONS
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Shin, Seung Jun | - |
dc.contributor.author | Zhang, Hao Helen | - |
dc.contributor.author | Wu, Yichao | - |
dc.date.accessioned | 2021-09-03T11:37:13Z | - |
dc.date.available | 2021-09-03T11:37:13Z | - |
dc.date.created | 2021-06-16 | - |
dc.date.issued | 2017-01 | - |
dc.identifier.issn | 1017-0405 | - |
dc.identifier.uri | https://scholar.korea.ac.kr/handle/2021.sw.korea/85092 | - |
dc.description.abstract | In survival data analysis, a central interest is to identify the relationship between a possibly censored survival time and explanatory covariates. In this article, a new censored quantile regression method is proposed and studied in the framework of reproducing kernel Hilbert spaces (RKHS). We first establish the joint piecewise linearity of the regression parameters as a function of regularization parameter lambda and quantile level iota. An efficient algorithm is then developed to compute the entire two-dimensional solution surface over the (lambda x iota)-plane. Finally, a piecewise linear conditional survival function estimator is constructed based on the solution surface. The method provides a new and flexible survival function estimator without requiring such rigid model assumptions as linearity of the survival time or proportionality of the hazards. One important advantage of the estimator is that it can handle moderately high-dimensional covariates. We carry out an asymptotic analysis to justify the proposed method theoretically, and numerical results are shown to illustrate its competitive finite-sample performance under various simulated scenarios and real applications. | - |
dc.language | English | - |
dc.language.iso | en | - |
dc.publisher | STATISTICA SINICA | - |
dc.subject | PROPORTIONAL HAZARDS MODEL | - |
dc.subject | FAILURE TIME MODEL | - |
dc.subject | SUFFICIENT DIMENSION REDUCTION | - |
dc.subject | SUPPORT VECTOR MACHINES | - |
dc.subject | MEDIAN REGRESSION | - |
dc.subject | COX REGRESSION | - |
dc.subject | VARIABLE SELECTION | - |
dc.subject | LARGE-SAMPLE | - |
dc.subject | PATH | - |
dc.subject | INFERENCE | - |
dc.title | A NONPARAMETRIC SURVIVAL FUNCTION ESTIMATOR VIA CENSORED KERNEL QUANTILE REGRESSIONS | - |
dc.type | Article | - |
dc.contributor.affiliatedAuthor | Shin, Seung Jun | - |
dc.identifier.doi | 10.5705/ss.202014.0071 | - |
dc.identifier.scopusid | 2-s2.0-85011343860 | - |
dc.identifier.wosid | 000392360200022 | - |
dc.identifier.bibliographicCitation | STATISTICA SINICA, v.27, no.1, pp.457 - 478 | - |
dc.relation.isPartOf | STATISTICA SINICA | - |
dc.citation.title | STATISTICA SINICA | - |
dc.citation.volume | 27 | - |
dc.citation.number | 1 | - |
dc.citation.startPage | 457 | - |
dc.citation.endPage | 478 | - |
dc.type.rims | ART | - |
dc.type.docType | Article | - |
dc.description.journalClass | 1 | - |
dc.description.journalRegisteredClass | scie | - |
dc.description.journalRegisteredClass | scopus | - |
dc.relation.journalResearchArea | Mathematics | - |
dc.relation.journalWebOfScienceCategory | Statistics & Probability | - |
dc.subject.keywordPlus | PROPORTIONAL HAZARDS MODEL | - |
dc.subject.keywordPlus | FAILURE TIME MODEL | - |
dc.subject.keywordPlus | SUFFICIENT DIMENSION REDUCTION | - |
dc.subject.keywordPlus | SUPPORT VECTOR MACHINES | - |
dc.subject.keywordPlus | MEDIAN REGRESSION | - |
dc.subject.keywordPlus | COX REGRESSION | - |
dc.subject.keywordPlus | VARIABLE SELECTION | - |
dc.subject.keywordPlus | LARGE-SAMPLE | - |
dc.subject.keywordPlus | PATH | - |
dc.subject.keywordPlus | INFERENCE | - |
dc.subject.keywordAuthor | Censored kernel quantile regression | - |
dc.subject.keywordAuthor | conditional survival function | - |
dc.subject.keywordAuthor | solution surface | - |
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.