Quantile regression of partially linear single-index model with missing observations

DOI10.1080/02331888.2021.1883613MaRDI QIDQ4987643zbMATH OpenOpenAlexFDO

Authors Baohua Wang, Yu Shen, Han-Ying Liang

Publication date 3 May 2021

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2021.1883613

zbMATH Keywords

asymptotic normalityvariable selectionmissing at randomquantile regressionpartially linear single-index model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Missing data (62D10)

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Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
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• Empirical likelihood for single-index models with responses missing at random
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• Estimation in partially linear single-index models with missing covariates
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• New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
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• Single index quantile regression for heteroscedastic data
• Single-index composite quantile regression
• Single-index quantile regression
• Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables
• The Adaptive Lasso and Its Oracle Properties
• Variable selection for additive partial linear quantile regression with missing covariates
• Variable selection in heteroscedastic single-index quantile regression
• Weighted local linear CQR for varying-coefficient models with missing covariates

Cited in

(12)

• A resampling method by perturbing the estimating functions for quantile regression with missing data
• Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random
• Efficient quantile regression analysis with missing observations
• Bayesian analysis in single-index quantile regression with missing observation
• Empirical likelihood in single-index quantile regression with high dimensional and missing observations
• Estimation and inferences for varying coefficient partially nonlinear quantile models with censoring indicators missing at random
• Penalized empirical likelihood based variable selection for partially linear quantile regression models with missing responses
• Variable selection for additive partial linear quantile regression with missing covariates
• Research and application of partial linear single index composite quantile regression based on Bayesian
• Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables
• Empirical likelihood in single-index partially functional linear model with missing observations
• Quantile regression and variable selection for partially linear single-index models with missing censoring indicators

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