Composite quantile regression for heteroscedastic partially linear varying-coefficient models with missing censoring indicators

DOI10.1080/00949655.2022.2108030MaRDI QIDQ5887980

Guo-Liang Fan, Ri-quan Zhang, Yu-Ye Zou

Publication date: 21 April 2023

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2022.2108030

zbMATH Keywords

missing at random; oracle property; partially linear varying-coefficient model; adaptive LASSO penalty; censoring indicators

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

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