Estimation and test procedures for composite quantile regression with covariates missing at random
DOI10.1016/J.SPL.2014.08.003zbMATH Open1302.62095OpenAlexW2031774167MaRDI QIDQ464458FDOQ464458
Publication date: 27 October 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2014.08.003
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Cited In (14)
- An improvement on the efficiency of complete-case-analysis with nonignorable missing covariate data
- An efficient estimation for the parameter in additive partially linear models with missing covariates
- Estimation and test of restricted linear EV model with nonignorable missing covariates
- Composite quantile regression for massive datasets
- Title not available (Why is that?)
- Optimal subsampling algorithms for composite quantile regression in massive data
- Empirical likelihood weighted composite quantile regression with partially missing covariates
- Quantile regression with covariates missing at random
- Estimation and inference of combining quantile and least-square regressions with missing data
- Block average quantile regression for massive dataset
- Weighted local linear CQR for varying-coefficient models with missing covariates
- Weighted composite quantile regression for single-index models
- Weighted composite quantile regression for partially linear varying coefficient models
- Optimal subsampling for composite quantile regression in big data
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