Empirical likelihood in varying-coefficient quantile regression with missing observations

DOI10.1080/03610926.2020.1747629OpenAlexW3016133420MaRDI QIDQ5079229FDOQ5079229

Authors: Baohua Wang, Han-Ying Liang 

Publication date: 25 May 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2020.1747629

zbMATH Keywords

variable selectionquantile regressionempirical likelihoodmissing observationspartially linear varying-coefficient model

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Regression Quantiles
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Cited In (8)

• Adjusted empirical likelihood estimation of distribution function and quantile with nonignorable missing data
• Quantile regression of ultra-high dimensional partially linear varying-coefficient model with missing observations
• Functional regression with dependent error and missing observation in reproducing kernel Hilbert spaces
• Weighted empirical likelihood for quantile regression with non ignorable missing covariates
• Empirical likelihood in single-index quantile regression with high dimensional and missing observations
• Bayesian empirical likelihood of quantile regression with 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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