Works (1)
Updated: July 5th, 2023 15:48
2010 journal article
Sparse estimation and inference for censored median regression
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 140(7), 1903–1917.
author keywords: Censored quantile regression; LASSO; Inverse censoring probability; Solution path
TL;DR:
This paper proposes a new procedure to minimize an inverse-censoring-probability weighted least absolute deviation loss subject to the adaptive LASSO penalty and result in a sparse and robust median estimator and proposes a resampling method to estimate the variance of the estimator.
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Added: August 6, 2018