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Diagnostic tests usually need to operate at a high sensitivity or specificity level in practice. Accordingly, specificity at the controlled sensitivity, or vice versa, is a clinically sensible performance metric for evaluating continuous biomarkers. Meanwhile, the performance of a biomarker may vary across sub‐populations as defined by covariates, and covariate‐specific evaluation can be informative...
Quantile regression, known as a robust alternative to linear regression, has been widely used in statistical modeling and inference. In this paper, we propose a penalized weighted convolution‐type smoothed method for variable selection and robust parameter estimation of the quantile regression with high dimensional longitudinal data. The proposed method utilizes a twice‐differentiable and smoothed...