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

DOI10.1007/S11749-014-0425-ZzbMATH Open1346.60024OpenAlexW2023500775MaRDI QIDQ497864FDOQ497864

Authors: Linjun Tang, Zhangong 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

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zbMATH Keywords

varying-coefficient modelmissing at randomestimationinverse probability weightingcomposite quantile regression

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05)

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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
• Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data
• Penalized empirical likelihood for quantile regression with missing covariates and auxiliary information
• Empirical likelihood in varying-coefficient quantile regression with missing observations
• Dimension reduction estimation for central mean subspace with missing multivariate response
• 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
• Weighted composite quantile regression for partially linear varying coefficient models
• 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
• Optimal subsampling for composite quantile regression in big data

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