Sankhya: The Indian Journal of Statistics

2005, Volume 67, Pt. 2, 153--186

Quantile Regression in Transformation Models

By

Dorota M. Dabrowska, University of California, Los Angeles, CA 90095-1772, USA

SUMMARY. Conditional quantiles provide a natural tool for reporting results from regression analyses  based on semiparametric transformation models. We consider their estimation and construction of confidence sets in the presence of censoring.

AMS (1991) subject classification. 62G08, 62G20.

Key words and phrases. Transformation models, censored data, quantile process.

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