Jiang, Rong; Qian, Weimin; Zhou, Zhangong - In: Statistics & Probability Letters 82 (2012) 2, pp. 308-317
Composite quantile regression with randomly censored data is studied. Moreover, adaptive LASSO methods for composite quantile regression with randomly censored data are proposed. The consistency, asymptotic normality and oracle property of the proposed estimators are established. The proposals...