Statistical inference in censored quantile regression is challenging, partly due to the unsmoothness of the quantile score function. A new procedure is developed to estimate the variance of the Bang and Tsiatis inverse-censoring-probability weighted estimator for censored quantile regression by...

Examination of multiple conditional quantile functions provides a comprehensive view of the relationship between the response and covariates. In situations where quantile slope coefficients share some common features, estimation efficiency and model interpretability can be improved by utilizing...