Transformed Dynamic Quantile Regression on Censored Data
Sign Up to like & getrecommendations! Published in 2020 at "Journal of the American Statistical Association"
DOI: 10.1080/01621459.2019.1695623
Abstract: Abstract We propose a class of power-transformed linear quantile regression models for time-to-event observations subject to censoring. By introducing a process of power transformation with different transformation parameters at individual quantile levels, our framework relaxes… read more here.
Keywords: dynamic quantile; quantile regression; regression; transformed dynamic ... See more keywords