Threshold effect test in censored quantile regression

Yanlin Tang; Xinyuan Song; Zhongyi Zhu

doi:10.1016/j.spl.2015.05.019

Threshold effect test in censored quantile regression

Yanlin Tang, Xinyuan Song, Zhongyi Zhu

Research output: Contribution to journal › Article › peer-review

1 Scopus citations

Abstract

We propose a new test for covariate-threshold caused change point in quantile regression with random censoring, based on partial subgradient. Critical values are obtained using wild bootstrap samples, where induced smoothing method is used to estimate the conditional density.

Original language	English
Pages (from-to)	149-156
Number of pages	8
Journal	Statistics and Probability Letters
Volume	105
DOIs	https://doi.org/10.1016/j.spl.2015.05.019
State	Published - 1 Oct 2015
Externally published	Yes

Keywords

Covariate-threshold
Hypothesis testing
Inverse-censoring-probability-weighted quantile regression
Random censoring

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10.1016/j.spl.2015.05.019

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@article{450f609f17f341958a885d9a63f1c9a3,

title = "Threshold effect test in censored quantile regression",

abstract = "We propose a new test for covariate-threshold caused change point in quantile regression with random censoring, based on partial subgradient. Critical values are obtained using wild bootstrap samples, where induced smoothing method is used to estimate the conditional density.",

keywords = "Covariate-threshold, Hypothesis testing, Inverse-censoring-probability-weighted quantile regression, Random censoring",

author = "Yanlin Tang and Xinyuan Song and Zhongyi Zhu",

note = "Publisher Copyright: {\textcopyright} 2015 Elsevier B.V.",

year = "2015",

month = oct,

day = "1",

doi = "10.1016/j.spl.2015.05.019",

language = "英语",

volume = "105",

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journal = "Statistics and Probability Letters",

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publisher = "Elsevier B.V.",

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TY - JOUR

T1 - Threshold effect test in censored quantile regression

AU - Tang, Yanlin

AU - Song, Xinyuan

AU - Zhu, Zhongyi

PY - 2015/10/1

Y1 - 2015/10/1

N2 - We propose a new test for covariate-threshold caused change point in quantile regression with random censoring, based on partial subgradient. Critical values are obtained using wild bootstrap samples, where induced smoothing method is used to estimate the conditional density.

AB - We propose a new test for covariate-threshold caused change point in quantile regression with random censoring, based on partial subgradient. Critical values are obtained using wild bootstrap samples, where induced smoothing method is used to estimate the conditional density.

KW - Covariate-threshold

KW - Hypothesis testing

KW - Inverse-censoring-probability-weighted quantile regression

KW - Random censoring

UR - https://www.scopus.com/pages/publications/84933504491

U2 - 10.1016/j.spl.2015.05.019

DO - 10.1016/j.spl.2015.05.019

M3 - 文章

AN - SCOPUS:84933504491

SN - 0167-7152

VL - 105

SP - 149

EP - 156

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

ER -

Threshold effect test in censored quantile regression

Abstract

Keywords

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