Weighted local linear CQR for varying-coefficient models with missing covariates
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Cites work
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 1834445 (Why is no real title available?)
- A two-step smoothing method for varying-coefficient models with repeated measurements
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- Estimation of Regression Coefficients When Some Regressors Are Not Always Observed
- Functional-Coefficient Regression Models for Nonlinear Time Series
- Generalized likelihood ratio statistics and Wilks phenomenon
- Generalized partially linear models with missing covariates
- Goodness-of-fit tests for general linear models with covariates missed at random
- Inference and missing data
- Limiting distributions for \(L_1\) regression estimators under general conditions
- Local polynomial fitting in semivarying coefficient model
- New efficient and robust estimation in varying-coefficient models with heteroscedasticity
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- On Estimation of a Probability Density Function and Mode
- On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates
- Semiparametric theory and missing data.
- Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables
- Smoothing Spline Estimation in Varying-Coefficient Models
- Statistical estimation in varying coefficient models
- Variable selection and coefficient estimation via composite quantile regression with randomly censored data
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
- Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity
- Weighted local linear composite quantile estimation for the case of general error distributions
Cited in
(23)- An improvement on the efficiency of complete-case-analysis with nonignorable missing covariate data
- Estimation and test of restricted linear EV model with nonignorable missing covariates
- An improved and efficient estimation method for varying-coefficient model with missing covariates
- Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates
- Dimension reduction estimation for central mean subspace with missing multivariate response
- Penalized empirical likelihood for quantile regression with missing covariates and auxiliary information
- Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data
- Empirical likelihood in varying-coefficient quantile regression with missing observations
- Jackknife empirical likelihood of error variance for partially linear varying-coefficient model with missing covariates
- Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random
- On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates
- Composite quantile regression for massive datasets
- Weighted composite quantile regression analysis for nonignorable missing data using nonresponse instrument
- Empirical likelihood weighted composite quantile regression with partially missing covariates
- Single-index composite quantile regression for ultra-high-dimensional data
- Robust check loss-based inference of semiparametric models and its application in environmental data
- Quantile regression of partially linear single-index model with missing observations
- Robust and sparse learning of varying coefficient models with high-dimensional features
- Testing for parametric component of partially linear models with missing covariates
- Weighted composite quantile regression for partially linear varying coefficient models
- Empirical likelihood in single-index partially functional linear model with missing observations
- Quantile varying-coefficient structural equation model
- Optimal subsampling for composite quantile regression in big data
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