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Skewed Slash Censored Quantile Regression

Author

Listed:
  • Maryam Tatari

    (Tehran University of Medical Sciences)

  • Hojjat Zeraati

    (Tehran University of Medical Sciences)

  • Mehdi Yaseri

    (Tehran University of Medical Sciences)

  • Amir Kasaeian

    (Tehran University of Medical Sciences
    Tehran University of Medical Sciences
    Tehran University of Medical Sciences)

  • Akram Yazdani

    (Kashan University of Medical Sciences
    Kashan University of Medical Sciences)

  • Seyed Asadollah Mousavi

    (Tehran University of Medical Sciences)

  • Christian E. Galarza

    (Escuela Superior Politécnica del Litoral)

Abstract

In survival studies, the response variable is the time to desired event, which usually has skewness and censoring. For this reason, its mean modeling does not provide a complete picture of the density function. The quantile regression model investigates the effect of covariates in different percentiles by modeling duration time. The skewed slash distribution, having an addition parameter ( $$\upsilon $$ υ ), can change the tail width of the density function by changing its value, and is a more flexible distribution than other asymmetric distributions. We considered the skewed slash quantile regression model for survival data that interpret the effect of covariates on time-to-event. Likelihood-based approach and Nelder-Mead algorithm were used to fit the model. An application to data from AML patients receiving allo-HCT was presented to illustrate the theory and method developed in this paper. The Skewed slash distribution, by matching skewed data sets with heavy tails (Setting with the $$\varvec{\nu }$$ ν parameter), is useful for analyzing skewed and heavy tail data sets.

Suggested Citation

  • Maryam Tatari & Hojjat Zeraati & Mehdi Yaseri & Amir Kasaeian & Akram Yazdani & Seyed Asadollah Mousavi & Christian E. Galarza, 2025. "Skewed Slash Censored Quantile Regression," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 87(1), pages 292-318, May.
    • Handle: RePEc:spr:sankhb:v:87:y:2025:i:1:d:10.1007_s13571-025-00355-1
    DOI: 10.1007/s13571-025-00355-1
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    References listed on IDEAS

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    1. Koenker, Roger, 2008. "Censored Quantile Regression Redux," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i06).
    2. Powell, James L., 1986. "Censored regression quantiles," Journal of Econometrics, Elsevier, vol. 32(1), pages 143-155, June.
    3. Wang, Huixia Judy & Wang, Lan, 2009. "Locally Weighted Censored Quantile Regression," Journal of the American Statistical Association, American Statistical Association, vol. 104(487), pages 1117-1128.
    4. Peng, Limin & Huang, Yijian, 2008. "Survival Analysis With Quantile Regression Models," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 637-649, June.
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