Pang, Lei; Lu, Wenbin; Wang, Huixia Judy - In: Computational Statistics & Data Analysis 56 (2012) 4, pp. 785-796
Statistical inference in censored quantile regression is challenging, partly due to the unsmoothness of the quantile score function. A new procedure is developed to estimate the variance of the Bang and Tsiatis inverse-censoring-probability weighted estimator for censored quantile regression by...