Empirical likelihood in varying-coefficient quantile regression with missing observations
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Publication:5079229
Cites work
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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
- Bayesian empirical likelihood of quantile regression with missing observations
- 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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