Estimation and test procedures for composite quantile regression with covariates missing at random

DOI10.1016/j.spl.2014.08.003zbMath1302.62095OpenAlexW2031774167MaRDI QIDQ464458

Linjun Tang, Zijun Ning

Publication date: 27 October 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2014.08.003

zbMATH Keywords

bootstrapcomposite quantile regressionmissing covariatesgeneral linear model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12)

Related Items (12)

Weighted composite quantile regression for single-index models ⋮ An efficient estimation for the parameter in additive partially linear models with missing covariates ⋮ Block average quantile regression for massive dataset ⋮ Composite quantile regression for massive datasets ⋮ Optimal subsampling algorithms for composite quantile regression in massive data ⋮ An improvement on the efficiency of complete-case-analysis with nonignorable missing covariate data ⋮ Weighted local linear CQR for varying-coefficient models with missing covariates ⋮ Weighted composite quantile regression for partially linear varying coefficient models ⋮ Estimation and test of restricted linear EV model with nonignorable missing covariates ⋮ Estimation and inference of combining quantile and least-square regressions with missing data ⋮ Optimal subsampling for composite quantile regression in big data ⋮ Empirical likelihood weighted composite quantile regression with partially missing covariates

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