A random weighted method to estimate composite quantile for linear errors-in-variables models

DOI10.13482/J.ISSN1001-7011.2015.02.203MaRDI QIDQ3462841zbMATH OpenFDO

Authors Youmei Ge, Ying Liu, Rong Jiang

Publication date 15 January 2016

zbMATH Keywords

composite quantile regressionEV modelsasymptotic normality propertiesrandom weighted method

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cited in

(6)

• Robust and efficient estimation with weighted composite quantile regression
• Composite estimation: an asymptotically weighted least squares approach
• Weighted local linear composite quantile estimation for the case of general error distributions
• Random weighting \(M\)-estimation for linear errors-in-variables models
• Composite quantile regression for linear errors-in-variables models
• Composite quantile regression estimation of linear error-in-variable models using instrumental variables

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