Weighted quantile regression with missing covariates using empirical likelihood
DOI10.1080/02331888.2015.1033164zbMATH Open1359.62131OpenAlexW2052625113MaRDI QIDQ5739652FDOQ5739652
Authors: Tianqing Liu, Xiaohui Yuan
Publication date: 19 July 2016
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2015.1033164
Recommendations
- Weighted quantile regression for varying-coefficient models with missing covariates based on empirical likelihood
- Estimation of weighted composite quantile regression with missing covariates based on empirical likelihood
- Quantile regression and its empirical likelihood with missing response at random
- Empirical likelihood weighted composite quantile regression with partially missing covariates
- Smoothed empirical likelihood for quantile regression models with response data missing at random
quantile regressionresampling methodempirical likelihoodinverse probability weightingmissing covariates
Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12)
Cites Work
- A simple resampling method by perturbing the minimand
- Regression Quantiles
- Rank-based inference for the accelerated failure time model
- Empirical likelihood ratio confidence regions
- Empirical likelihood for linear models
- Empirical likelihood and general estimating equations
- Limiting distributions for \(L_1\) regression estimators under general conditions
- Empirical likelihood ratio confidence intervals for a single functional
- Title not available (Why is that?)
- Quantile Regression Methods for Longitudinal Data with Drop-outs: Application to CD4 Cell Counts of Patients Infected with the Human Immunodeficiency Virus
- Title not available (Why is that?)
- Title not available (Why is that?)
- Empirical Likelihood-Based Inference in Conditional Moment Restriction Models
- Empirical likelihood-based inference under imputation for missing response data
- A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
- Median Regression Models for Longitudinal Data with Dropouts
- Multiple imputation in quantile regression
- Efficient quantile regression analysis with missing observations
- Empirical likelihood in missing data problems
- Efficient and Doubly Robust Imputation for Covariate-Dependent Missing Responses
- Empirical and weighted conditional likelihoods for matched case-control studies with missing covariates
- Combining conditional and unconditional moment restrictions with missing responses
- Combining quasi and empirical likelihoods in generalized linear models with missing responses
- Empirical likelihood for non-smooth criterion functions
- Power Transformation Toward a Linear Regression Quantile
Cited In (23)
- An improvement on the efficiency of complete-case-analysis with nonignorable missing covariate data
- Weighted quantile regression for varying-coefficient models with missing covariates based on empirical likelihood
- Bayesian empirical likelihood inference and order shrinkage for autoregressive models
- Efficient inverse probability weighting method for quantile regression with nonignorable missing data
- Weighted rank estimation of nonparametric transformation models with case-1 and case-2 interval-censored failure time data
- Penalized empirical likelihood for quantile regression with missing covariates and auxiliary information
- Empirical likelihood in varying-coefficient quantile regression with missing observations
- Empirical likelihood inference for rank regression with doubly truncated data
- Weighted composite quantile regression method via empirical likelihood for non linear models
- Empirical likelihood weighted composite quantile regression with partially missing covariates
- Weighted least squares estimation with missing responses: an empirical likelihood approach
- Weighted quantile regression based on induced smoothing method with missing covariates
- Weighted empirical likelihood for quantile regression with non ignorable missing covariates
- Quantile partially linear additive model for data with dropouts and an application to modeling cognitive decline
- On histogram-based regression and classification with incomplete data
- Quantile regression and its empirical likelihood with missing response at random
- Weighted quantile regression with nonelliptically structured covariates
- Weighted quantile average estimation for general linear models with missing covariates
- Estimation of weighted composite quantile regression with missing covariates based on empirical likelihood
- Weighted local linear CQR for varying-coefficient models with missing covariates
- Empirical likelihood-based weighted rank regression with missing covariates
- The Horvitz-Thompson weighting method for quantile regression estimation in the presence of missing covariates
- Weighted composite quantile regression for single index model with missing covariates at random
This page was built for publication: Weighted quantile regression with missing covariates using empirical likelihood
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5739652)