Quantile regression estimation for distortion measurement error data

DOI10.1080/03610926.2017.1386319OpenAlexW2763165658MaRDI QIDQ5031700

Ming Sun, Jun Zhang, Jiefei Wang, Cuizhen Niu

Publication date: 16 February 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2017.1386319

zbMATH Keywords

quantile regressioncomposite quantile regressionlocal linear smoothingdistortion measurement errorsrelative asymptotic efficiency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items (1)

Logarithmic calibration for multiplicative distortion measurement errors regression models

Cites Work

• Unnamed Item
• Unnamed Item
• Single-index quantile regression
• Nonparametric covariate-adjusted regression
• Nonlinear models with measurement errors subject to single-indexed distortion
• Local Walsh-average regression for semiparametric varying-coefficient models
• Composite quantile regression for single-index models with asymmetric errors
• Local Walsh-average regression
• Composite quantile regression and the oracle model selection theory
• Hedonic housing prices and the demand for clean air
• A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Weak convergence and empirical processes. With applications to statistics
• Estimation of general semi-parametric quantile regression
• Weighted local linear composite quantile estimation for the case of general error distributions
• Significance testing in quantile regression
• Variable selection for covariate adjusted regression model
• Empirical likelihood for composite quantile regression modeling
• Covariate-adjusted nonlinear regression
• GEE analysis for longitudinal single-index quantile regression
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
• Local quantile regression
• Variable selection in semiparametric regression modeling
• Inference for covariate adjusted regression via varying coefficient models
• Composite quantile regression for the receiver operating characteristic curve
• Approximation Theorems of Mathematical Statistics
• Covariate-Adjusted Partially Linear Regression Models
• Covariate-adjusted generalized linear models
• Weak and strong uniform consistency of kernel regression estimates
• Regression Quantiles
• Generalized Partially Linear Single-Index Models
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
• Variable Selection for Partially Linear Models With Measurement Errors
• Quantile regression and variable selection for single-index varying-coefficient models
• Covariate Adjusted Correlation Analysis via Varying Coefficient Models
• Measurement Error in Nonlinear Models
• Convergence of stochastic processes

This page was built for publication: Quantile regression estimation for distortion measurement error data