Testing quantile regression models with censored data and high-dimensional covariates
M. Conde-Amboage, I. Van Keilegom, W. González-Manteiga
Quantile regression allows a more detailed description of the behaviour of the response variable, adapts to situations under more general conditions of the error distribution and enjoys properties of robustness. For all that, quantile regression is a very useful statistical technology for a large diversity of disciplines. In particular, this king of regression provides good results when complex data are considered, for instance, when the response variable is right-censored. Along this talk, a new lack-of-fit test for censored quantile regression models with multiple covariates will be presented.
The test is based on the cumulative sum of residuals with respect to unidimensional linear projections of the covariates. It will be shown the limit distribution of the test statistic and, to approximate the critical values of the test, a wild bootstrap mechanism is used. A simulation study and a real data application will be presented to show the behaviour of the new test in practice.
Keywords: quantile regression, censored data, lack-of-fit test, bootstrap approach, high-dimensional covariates.
Scheduled
GT18 Non-parametric statistics I. Non-parametric hypothesis tests
June 9, 2022 10:10 AM
A15
Other papers in the same session
A. Lago Balseiro, J. de Uña Álvarez, J. C. Pardo-Fernández
A. Fanjul Hevia, W. González Manteiga, J. C. Pardo-Fernández
E. García Portugués
Latest news
-
6/8/22
Visit Alhambra
Tomorrow, Thursday, we will visit the Alhambra. 1. At 7:00 p.m., buses will start leaving from the door of the Hotel Granada Center (in front of the door of the Faculty of Sciences) 2. Upon arrival, groups with guides will be organized. 3. There will be groups in English language. These groups will wait at the destination until the arrival of all buses. 4. After the visit to the Alhambra we will walk to the Carmen de los Mártires to have a cocktail. 5. On the way back, we can go back by bus, which will leave from the same place where they left us at the Alhambra. 6. Although the way to the Alhambra by bus seems long, it really is close to the city. We invite you, whoever wishes, to go down for a pleasant walk. 7. Do not forget to take your Alhambra ticket and your identity card or passport. The document must be the same whose number matches the ticket number you have.
-
5/31/22
YouTube Channel
The menu label is already on the web from where you can see the live broadcasts: inauguration, plenary sessions, round tables,... Don't forget to enter the YouTube channel and subscribe!!!!
-
5/27/22
Gala Dinner
It opens the possibility that anyone who is registered for the conference, and wants non-registered companions to attend the gala dinner, can do so by paying the price of this dinner (80 euros VAT included). This payment must be made before June 1 (inclusive). To do this, contact with [email protected]
-
5/23/22
IMPORTANT WARNING
To access the Alhambra on the visit on Thursday 9, it is obligatory to present the identification document whose reference was sent to the organization (eurocongress)
-
5/16/22
Social Events
All social events are included with the payment of the corresponding registration.
