Tang, Linjun; Zhou, Zhangong; Wu, Changchun - In: Statistics & Probability Letters 82 (2012) 3, pp. 653-663
This paper considers the weighted composite quantile (WCQ) regression for linear model with random censoring. The adaptive penalized procedure for variable selection in this model is proposed, and the consistency, asymptotic normality and oracle property of the resulting estimators are also...