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

DOI10.1080/02331888.2021.1883613zbMATH Open1465.62129OpenAlexW3133325554MaRDI QIDQ4987643FDOQ4987643

Yu Shen, Baohua Wang, 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

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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)

Cites Work

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• Title not available (Why is that?)
• Title not available (Why is that?)
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• Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables
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• Empirical likelihood for single index model with missing covariates at random
• Estimation in Partially Linear Single-Index Models with Missing Covariates
• Empirical likelihood for single-index models with responses missing at random
• Estimation and variable selection for quantile partially linear single-index models
• Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data

Cited In (4)

• Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables
• Empirical likelihood in single-index quantile regression with high dimensional and missing observations
• Bayesian analysis in single-index quantile regression with missing observation
• Empirical likelihood in single-index partially functional linear model with missing observations

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