Model averaging for multiple quantile regression with covariates missing at random

DOI10.1080/00949655.2021.1890733MaRDI QIDQ3389598zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

missing at randomprediction errormodel averagingmultiple quantile regression

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1834445 (Why is no real title available?)
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• Limiting distributions for \(L_1\) regression estimators under general conditions
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• Regression Quantiles
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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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