Fitting censored quantile regression by variable neighborhood search
نویسندگان
چکیده
منابع مشابه
Fitting censored quantile regression by variable neighborhood search
Censored quantile regression models are very useful for the analysis of censored data when standard linear models are felt to be appropriate. However, fitting censored quantile regression is hard numerically due to the fact that the objective function that has to be minimized is not convex nor concave in regressors. The performance of standard methods is not satisfactory, in particular if a hig...
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This vignette is a slightly modified version of Koenker (2008a). It was written in plain latex not Sweave, but all data and code for the examples described in the text are available from either the JSS website or from my webpages. Quantile regression for censored survival (duration) data offers a more flexible alternative to the Cox proportional hazard model for some applications. We describe t...
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ژورنال
عنوان ژورنال: Journal of Global Optimization
سال: 2015
ISSN: 0925-5001,1573-2916
DOI: 10.1007/s10898-015-0311-6