Efficient quantile regression analysis with missing observations
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Cited in
(72)- Efficient estimation of population quantiles in general semiparametric regression models
- Dimension reduction for kernel-assisted M-estimators with missing response at random
- Semiparametric recovery of central dimension reduction space with nonignorable nonresponse
- Fully nonparametric inverse probability weighting estimation with nonignorable missing data and its extension to missing quantile regression
- An efficient estimation for the parameter in additive partially linear models with missing covariates
- A fast imputation algorithm in quantile regression
- Statistical inferences for varying coefficient partially non linear model with missing covariates
- Efficient inverse probability weighting method for quantile regression with nonignorable missing data
- A panel quantile approach to attrition bias in big data: evidence from a randomized experiment
- Bayesian quantile regression with mixed discrete and nonignorable missing covariates
- Smoothed empirical likelihood for quantile regression models with response data missing at random
- Two stage smoothing in additive models with missing covariates
- Implicit profiling estimation for semiparametric models with bundled parameters
- Empirical likelihood in varying-coefficient quantile regression with missing observations
- Optimal subsampling for large‐sample quantile regression with massive data
- Nonparametric quantile regression with missing data using local estimating equations
- Adjusted empirical likelihood estimation of distribution function and quantile with nonignorable missing data
- Asymptotic covariance estimation by Gaussian random perturbation
- Efficient estimation of quantiles in missing data models
- scientific article; zbMATH DE number 7027972 (Why is no real title available?)
- A resampling method by perturbing the estimating functions for quantile regression with missing data
- Impact of sufficient dimension reduction in nonparametric estimation of causal effect
- A simple iterative Z-estimator for semiparametric models
- Quantile regression for thinning-based INAR(1) models of time series of counts
- Reweighting estimators for the transformation models with length-biased sampling data and missing covariates
- Nonparametric quantile regression estimation for functional data with responses missing at random
- An equivalence result for moment equations when data are missing at random
- Imputations for High Missing Rate Data in Covariates Via Semi-supervised Learning Approach
- Robust location estimators in regression models with covariates and responses missing at random
- Dimension reduction in estimating equations with covariates missing at random
- Nonparametric modal regression with missing response observations
- Integrative quantile regression analysis of heterogeneous multisource data with privacy preserving
- Likelihood identifiability and parameter estimation with nonignorable missing data
- Improved multiple quantile regression estimation with nonignorable dropouts
- Variable selection for additive partial linear quantile regression with missing covariates
- Variable selection and parameter estimation in distributed high-dimensional quantile regression with responses missing at random
- Efficient quantile regression for heteroscedastic models
- Quantile regression with covariates missing at random
- Estimation and inference of combining quantile and least-square regressions with missing data
- Weighted empirical likelihood for quantile regression with non ignorable missing covariates
- Quantile regression and its empirical likelihood with missing response at random
- Quantile partially linear additive model for data with dropouts and an application to modeling cognitive decline
- An efficient multiple imputation approach for estimating equations with response missing at random and high-dimensional covariates
- Importance sampling imputation algorithms in quantile regression with their application in CGSS data
- Plug-in marginal estimation under a general regression model with missing responses and covariates
- Smoothed quantile regression for functional partially linear model with ultrahigh-dimensions and censored responses
- Quantile treatment effect estimation with dimension reduction
- Imputation-based semiparametric estimation for INAR(1) processes with missing data
- Quantile regression estimation for Poisson autoregressive models
- Variable screening and selection for ultra-high dimensional additive quantile regression with missing data
- Optimism correction of the area under the ROC curve, with missing data
- Ensemble and calibration multiply robust estimation for quantile treatment effect
- A novel robust approach for analysis of longitudinal data
- GMM quantile regression
- Variable selection and estimation for high dimensional partially linear varying coefficient models with missing data and measurement errors based on quantile regression
- Multiply robust estimation for partially linear additive quantile model with missing data
- Efficient B-spline imputation methods in functional structural equation model with missing data
- Missing data analysis with sufficient dimension reduction
- Imputation in nonparametric quantile regression with complex data
- Estimation and inference for quantile partially linear varying coefficients models with missing observations
- Regularized quantile regression for ultrahigh-dimensional data with nonignorable missing responses
- Goodness-of-fit tests for quantile regression with missing responses
- IPLSL and IPLSQ: Two types of imputation PLS algorithms for hierarchical latent variable model
- Weighted quantile regression with missing covariates using empirical likelihood
- Quantile regression of partially linear single-index model with missing observations
- The Horvitz-Thompson weighting method for quantile regression estimation in the presence of missing covariates
- New latent variable model with varying-coefficients
- Empirical likelihood for quantile regression models with response data missing at random
- Empirical likelihood in single-index partially functional linear model with missing observations
- Quantile varying-coefficient structural equation model
- Powerful nonparametric checks for parametric single-index quantile models with missing responses
- Quantile Regression for Nonignorable Missing Data with Its Application of Analyzing Electronic Medical Records
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