Weighted composite quantile regression method via empirical likelihood for non linear models

DOI10.1080/03610926.2017.1373816OpenAlexW2750674600MaRDI QIDQ5154077FDOQ5154077

Authors: Jiali Ding, Yunxia Li 

Publication date: 1 October 2021

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

Full work available at URL: https://doi.org/10.1080/03610926.2017.1373816

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zbMATH Keywords

empirical likelihoodlogistic modelnonlinear modelweighted composite quantile regression

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15)

Cites Work

• Empirical likelihood ratio confidence regions
• Quantile regression.
• Empirical likelihood
• Empirical likelihood ratio confidence intervals for a single functional
• Composite quantile regression and the oracle model selection theory
• Empirical Likelihood Semiparametric Regression Analysis for Longitudinal Data
• An empirical likelihood approach to quantile regression with auxiliary information
• Oracle model selection for nonlinear models based on weighted composite quantile regression
• Empirical likelihood for composite quantile regression modeling
• Empirical likelihood for quantile regression models with longitudinal data
• Focused information criterion and model averaging based on weighted composite quantile regression
• Smoothed empirical likelihood confidence intervals for quantile regression parameters with auxiliary information
• An introduction to modern econometrics using Stata.

Cited In (5)

• Robust and efficient estimation with weighted composite quantile regression
• Robust empirical likelihood for partially linear models via weighted composite quantile regression
• Estimation of linear composite quantile regression using EM algorithm
• Weighted quantile regression with nonelliptically structured covariates
• Empirical likelihood for composite quantile regression modeling

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