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Showing 1 to 2 of 2 for “"Peng and Huang"”.
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Quantile autoregression with censored data
… an alternative way to study asymmetric dynamics and local persistence in time series. It is particularly attractive for censored data, where the classical autoregressive models are unidentifiable without further parametric assumptions on the distributions. There have been prominent works by …
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Variable screening and model selection in censored quantile regression via sparse penalties and stepwise refinement
… it is common to model the censoring as random. Under the assumption that y_i and C_i are conditionally independent given x_i, we use the random censored quantile regression Portnoy estimators (2010). This method simplifies the censored problem into a weight problem. When combined with the …