Laplace regression with censored data.

@article{Bottai2010LaplaceRW,
  title={Laplace regression with censored data.},
  author={Matteo Bottai and Jiajia Zhang},
  journal={Biometrical journal. Biometrische Zeitschrift},
  year={2010},
  volume={52 4},
  pages={487-503}
}
We consider a regression model where the error term is assumed to follow a type of asymmetric Laplace distribution. We explore its use in the estimation of conditional quantiles of a continuous outcome variable given a set of covariates in the presence of random censoring. Censoring may depend on covariates. Estimation of the regression coefficients is carried out by maximizing a non-differentiable likelihood function. In the scenarios considered in a simulation study, the Laplace estimator… CONTINUE READING

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