Empirical likelihood for composite quantile regression modeling
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Cites work
- An empirical likelihood approach to quantile regression with auxiliary information
- Censored Median Regression Using Weighted Empirical Survival and Hazard Functions
- Composite quantile regression and the oracle model selection theory
- Composite quantile regression for the receiver operating characteristic curve
- Detecting Differential Expressions in GeneChip Microarray Studies
- Empirical Likelihood Inferences for Semiparametric Varying-Coefficient Partially Linear Models with Longitudinal Data
- Empirical Likelihood Semiparametric Regression Analysis for Longitudinal Data
- Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
- Empirical likelihood and quantile regression in longitudinal data analysis
- Empirical likelihood for parameters in an additive partially linear errors-in-variables model with longitudinal data
- Empirical likelihood for quantile regression models with longitudinal data
- Empirical likelihood inferences for semiparametric instrumental variable models
- Empirical likelihood on the full parameter space
- Empirical likelihood ratio confidence intervals for a single functional
- Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
- Oracle model selection for nonlinear models based on weighted composite quantile regression
- Quantile regression in partially linear varying coefficient models
- Robust Tests for Heteroscedasticity Based on Regression Quantiles
- SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
- Self-concordance for empirical likelihood
- Semiparametric quantile regression with high-dimensional covariates
- Single-index composite quantile regression
- Two step composite quantile regression for single-index models
Cited in
(13)- Conditional empirical likelihood estimation and inference for quantile regression models
- Conditional empirical likelihood for quantile regression models
- Quantile regression estimation for distortion measurement error data
- General composite quantile regression: Theory and methods
- Robust empirical likelihood for partially linear models via weighted composite quantile regression
- Data driven confidence intervals for diffusion process using double smoothing empirical likelihood
- Imputation-based empirical likelihood inferences for partially nonlinear quantile regression models with missing responses
- Jackknife model averaging for composite quantile regression
- Estimation of linear composite quantile regression using EM algorithm
- Weighted composite quantile regression method via empirical likelihood for non linear models
- Composite empirical likelihood for multisample clustered data
- Smoothed empirical likelihood inference for quantile regression
- Quantile composite-based path modeling: algorithms, properties and applications
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