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Iterative Support Vector Quantile Regression for Censored Data
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 Title & Authors
Iterative Support Vector Quantile Regression for Censored Data
Shim, Joo-Yong; Hong, Dug-Hun; Kim, Dal-Ho; Hwang, Chang-Ha;
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In this paper we propose support vector quantile regression (SVQR) for randomly right censored data. The proposed procedure basically utilizes iterative method based on the empirical distribution functions of the censored times and the sample quantiles of the observed variables, and applies support vector regression for the estimation of the quantile function. Experimental results we then presented to indicate the performance of the proposed procedure.
Censoring;empirical distribution function;quantile regression;support vector regression;
 Cited by
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