Weighted local linear CQR for varying-coefficient models with missing covariates

DOI10.1007/s11749-014-0425-zzbMath1346.60024OpenAlexW2023500775MaRDI QIDQ497864

Linjun Tang, Zhan-Gong Zhou

Publication date: 25 September 2015

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-014-0425-z

zbMATH Keywords

estimationmissing at randomcomposite quantile regressioninverse probability weightingvarying-coefficient model

Mathematics Subject Classification ID

Related Items (21)

Single-index composite quantile regression for ultra-high-dimensional data ⋮ Penalized empirical likelihood for quantile regression with missing covariates and auxiliary information ⋮ Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random ⋮ Empirical likelihood in varying-coefficient quantile regression with missing observations ⋮ Composite quantile regression for massive datasets ⋮ Robust and sparse learning of varying coefficient models with high-dimensional features ⋮ Testing for parametric component of partially linear models with missing covariates ⋮ Empirical likelihood in single-index partially functional linear model with missing observations ⋮ Quantile varying-coefficient structural equation model ⋮ An improved and efficient estimation method for varying-coefficient model with missing covariates ⋮ Jackknife empirical likelihood of error variance for partially linear varying-coefficient model with missing covariates ⋮ An improvement on the efficiency of complete-case-analysis with nonignorable missing covariate data ⋮ Weighted composite quantile regression for partially linear varying coefficient models ⋮ Estimation and test of restricted linear EV model with nonignorable 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 ⋮ Quantile regression of partially linear single-index model with missing observations ⋮ Robust check loss-based inference of semiparametric models and its application in environmental data ⋮ Optimal subsampling for composite quantile regression in big data ⋮ Empirical likelihood weighted composite quantile regression with partially missing covariates ⋮ Weighted composite quantile regression analysis for nonignorable missing data using nonresponse instrument

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Variable selection and coefficient estimation via composite quantile regression with randomly censored data
• Goodness-of-fit tests for general linear models with covariates missed at random
• Estimation and test procedures for composite quantile regression with covariates missing at random
• Local polynomial fitting in semivarying coefficient model
• Empirical likelihood for a partially linear model with covariate data missing at random
• Composite quantile regression and the oracle model selection theory
• Statistical estimation in varying coefficient models
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Generalized likelihood ratio statistics and Wilks phenomenon
• Weighted local linear composite quantile estimation for the case of general error distributions
• On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
• Generalized partially linear models with missing covariates
• Semiparametric theory and missing data.
• Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity
• An Effective Bandwidth Selector for Local Least Squares Regression
• Inference and missing data
• Estimation of Regression Coefficients When Some Regressors Are Not Always Observed
• Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables
• Functional-Coefficient Regression Models for Nonlinear Time Series
• Varying-coefficient models and basis function approximations for the analysis of repeated measurements
• Smoothing Spline Estimation in Varying-Coefficient Models
• On Estimation of a Probability Density Function and Mode
• Estimation in Partially Linear Models With Missing Covariates
• A two-step smoothing method for varying-coefficient models with repeated measurements

This page was built for publication: Weighted local linear CQR for varying-coefficient models with missing covariates