Model averaging for multiple quantile regression with covariates missing at random

DOI10.1080/00949655.2021.1890733OpenAlexW3131172475MaRDI QIDQ3389598FDOQ3389598

Authors: Xianwen Ding, Jinhan Xie, Xiao-Dong Yan 

Publication date: 23 March 2022

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

Full work available at URL: https://doi.org/10.1080/00949655.2021.1890733

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zbMATH Keywords

missing at randomprediction errormodel averagingmultiple quantile regression

Mathematics Subject Classification ID

Statistics (62-XX) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Weak convergence and empirical processes. With applications to statistics
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• A model-averaging approach for high-dimensional regression
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• Model averaging with covariates that are missing completely at random
• Feature screening for ultrahigh dimensional categorical data with covariates missing at random
• Composite versus model-averaged quantile regression
• A model-averaging method for high-dimensional regression with missing responses at random
• Forecasting time series of economic processes by model averaging across data frames of various lengths

Cited In (6)

• Model averaging for generalized linear models with missing at random covariates
• Quantile regression with covariates missing at random
• Weighted quantile average estimation for general linear models with missing covariates
• Model averaging for generalized linear models in fragmentary data prediction
• Jackknife model averaging for linear regression models with missing responses
• Model averaging for generalized linear models in diverging model spaces with effective model size

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