On interquantile smoothness of censored quantile regression with induced smoothing
On interquantile smoothness of censored quantile regression with induced smoothing
Abstract Quantile regression has emerged as a useful and effective tool in modeling survival data, especially for cases where noises demonstrate heterogeneity. Despite recent advancements, non-smooth components involved in censored quantile regression estimators may often yield numerically unstable results, which, in turn, lead to potentially self-contradicting conclusions. We propose an …