Empirical likelihood weighted composite quantile regression with partially missing covariates
DOI10.1080/10485252.2016.1272692zbMATH Open1365.62145OpenAlexW2566215573MaRDI QIDQ5266558FDOQ5266558
Publication date: 16 June 2017
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485252.2016.1272692
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incomplete dataempirical likelihoodinverse probability weightingcomposite quantile regressionunbiased estimating equations
Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08)
Cites Work
- Empirical likelihood and general estimating equations
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Composite quantile regression and the oracle model selection theory
- Estimation and test procedures for composite quantile regression with covariates missing at random
- Empirical likelihood in missing data problems
- Empirical likelihood for non-smooth criterion functions
- Weighted local linear CQR for varying-coefficient models with missing covariates
- Weighted quantile regression with missing covariates using empirical likelihood
- An improved and efficient estimation method for varying-coefficient model with missing covariates
- Composite quantile regression for single-index models with asymmetric errors
- A propensity score adjustment method for regression models with nonignorable missing covariates
Cited In (14)
- An improvement on the efficiency of complete-case-analysis with nonignorable missing covariate data
- An adapted loss function for composite quantile regression with censored data
- Weighted quantile regression for varying-coefficient models with missing covariates based on empirical likelihood
- Efficient inverse probability weighting method for quantile regression with nonignorable missing data
- Estimation and test procedures for composite quantile regression with covariates missing at random
- Empirical likelihood in varying-coefficient quantile regression with missing observations
- Weighted composite quantile regression analysis for nonignorable missing data using nonresponse instrument
- Weighted empirical likelihood for quantile regression with non ignorable missing covariates
- Weighted quantile average estimation for general linear models with missing covariates
- Robust check loss-based inference of semiparametric models and its application in environmental data
- Estimation of weighted composite quantile regression with missing covariates based on empirical likelihood
- Weighted quantile regression with missing covariates using empirical likelihood
- Empirical likelihood-based weighted rank regression with missing covariates
- Weighted composite quantile regression for single index model with missing covariates at random
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