Sankhya: The Indian Journal of Statistics
2005, Volume 67, Pt. 2, 153--186
Quantile Regression in Transformation Models
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.