Quantile regression and variable selection for partially linear model with randomly truncated data
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Publication:2010786
DOI10.1007/S00362-016-0867-3zbMATH Open1432.62120OpenAlexW2568922451MaRDI QIDQ2010786FDOQ2010786
Authors: Hong-Xia Xu, Zhenlong Chen, Guo-Liang Fan, Jiang-Feng Wang 
Publication date: 28 November 2019
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-016-0867-3
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Nonparametric estimation (62G05) Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)
Cites Work
- Regression Quantiles
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Limiting distributions for \(L_1\) regression estimators under general conditions
- Estimating a distribution function with truncated data
- On the asymptotics of constrained \(M\)-estimation
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Local Linear Quantile Regression
- Title not available (Why is that?)
- Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
- Weak and strong uniform consistency of kernel regression estimates
- Estimation of the truncation probability in the random truncation model
- Asymptotic normality of conditional density estimation with left-truncated and dependent data
- Variable selection and coefficient estimation via composite quantile regression with randomly censored data
- Quantile regression with varying coefficients
- Quantile regression in varying coefficient models.
- Quantile regression and variable selection of partial linear single-index model
- Quantile regression and variable selection for the single-index model
- Variable selection in quantile regression
- The central limit theorem under random truncation
- Asymptotic properties of a conditional quantile estimator with randomly truncated data
- Asymptotic properties of a nonparametric regression function estimator with randomly truncated data
- Kernel estimation of conditional density with truncated, censored and dependent data
- A weighted quantile regression for randomly truncated data
- Estimation of regression parameters with left truncated data
- Partially linear censored quantile regression
- Local polynomial quasi-likelihood regression with truncated and dependent data
Cited In (9)
- Nonparametric estimation of expectile regression in functional dependent data
- Single-index quantile regression with left truncated data
- Weighted quantile regression and testing for varying-coefficient models with randomly truncated data
- Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data
- Quantile regression for doubly truncated data
- The estimation for the general additive-multiplicative hazard model using the length-biased survival data
- Variable selection and weighted composite quantile estimation of regression parameters with left-truncated data
- Bayesian analysis in single-index quantile regression with missing observation
- Bayesian estimation of a lifetime distribution under double truncation caused by time-restricted data collection
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