학술논문

Smoothed quantile regression for censored residual life.
Document Type
Article
Source
Computational Statistics. Jun2023, Vol. 38 Issue 2, p1001-1022. 22p.
Subject
*QUANTILE regression
*ASYMPTOTIC normality
*DENTAL fillings
*REGRESSION analysis
*QUANTILES
Language
ISSN
0943-4062
Abstract
We consider a regression modeling of the quantiles of residual life, remaining lifetime at a specific time. We propose a smoothed induced version of the existing non-smooth estimating equations approaches for estimating regression parameters. The proposed estimating equations are smooth in regression parameters, so solutions can be readily obtained via standard numerical algorithms. Moreover, the smoothness in the proposed estimating equations enables one to obtain a robust sandwich-type covariance estimator of regression estimators aided by an efficient resampling method. To handle data subject to right censoring, the inverse probability of censoring distribution is used as a weight. The consistency and asymptotic normality of the proposed estimator are established. Extensive simulation studies are conducted to validate the proposed estimator's performance in various finite samples settings. We apply the proposed method to dental study data evaluating the longevity of dental restorations. [ABSTRACT FROM AUTHOR]