Inference for High-Dimensional Censored Quantile Regression

With the availability of high-dimensional genetic biomarkers, it is of interest to identify heterogeneous effects of these predictors on patients’ survival, along with proper statistical inference. Censored quantile regression has emerged as a powerful tool for detecting heterogeneous effects of covariates on survival outcomes. To our knowledge, there is little work available to draw inferences on the effects of high-dimensional predictors for...