Estimation and test procedures for composite quantile regression with covariates missing at random

DOI10.1016/J.SPL.2014.08.003MaRDI QIDQ464458zbMATH OpenOpenAlexFDO

Authors Zijun Ning, Linjun Tang

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

zbMATH Keywords

bootstrapgeneral linear modelcomposite quantile regressionmissing covariates

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12)

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• Statistical estimation in partial linear models with covariate data missing at random
• Variable selection and coefficient estimation via composite quantile regression with randomly censored data
• Weighted composite quantile estimation and variable selection method for censored regression model

Cited in

(16)

• Optimal subsampling for composite quantile regression in big data
• scientific article; zbMATH DE number 7109120 (Why is no real title available?)
• Weighted composite quantile regression for partially linear varying coefficient models
• Optimal subsampling algorithms for composite quantile regression in massive data
• An improvement on the efficiency of complete-case-analysis with nonignorable missing covariate data
• Estimation of weighted composite quantile regression with missing covariates based on empirical likelihood
• Estimation and test of restricted linear EV model with nonignorable missing covariates
• Weighted composite quantile regression for single-index models
• Composite quantile regression for massive datasets
• Estimation and inference of combining quantile and least-square regressions with missing data
• Quantile regression with covariates missing at random
• Block average quantile regression for massive dataset
• Weighted local linear CQR for varying-coefficient models with missing covariates
• Penalized weighted composite quantile estimators with missing covariates
• Empirical likelihood weighted composite quantile regression with partially missing covariates
• An efficient estimation for the parameter in additive partially linear models with missing covariates

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