Weighted quantile regression with missing covariates using empirical likelihood
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Cites work
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- Empirical and weighted conditional likelihoods for matched case-control studies with missing covariates
- Empirical likelihood and general estimating equations
- Empirical likelihood for linear models
- Empirical likelihood for non-smooth criterion functions
- Empirical likelihood in missing data problems
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- Empirical likelihood-based inference under imputation for missing response data
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- Multiple imputation in quantile regression
- Power Transformation Toward a Linear Regression Quantile
- Quantile Regression Methods for Longitudinal Data with Drop-outs: Application to CD4 Cell Counts of Patients Infected with the Human Immunodeficiency Virus
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Cited in
(23)- Empirical likelihood-based weighted rank regression with missing covariates
- Quantile partially linear additive model for data with dropouts and an application to modeling cognitive decline
- Weighted quantile average estimation for general linear models with missing covariates
- On histogram-based regression and classification with incomplete data
- An improvement on the efficiency of complete-case-analysis with nonignorable missing covariate data
- The Horvitz-Thompson weighting method for quantile regression estimation in the presence of missing covariates
- Weighted least squares estimation with missing responses: an empirical likelihood approach
- Estimation of weighted composite quantile regression with missing covariates based on empirical likelihood
- Empirical likelihood inference for rank regression with doubly truncated data
- Weighted quantile regression with nonelliptically structured covariates
- Efficient inverse probability weighting method for quantile regression with nonignorable missing data
- Penalized empirical likelihood for quantile regression with missing covariates and auxiliary information
- Bayesian empirical likelihood inference and order shrinkage for autoregressive models
- Weighted composite quantile regression for single index model with missing covariates at random
- Empirical likelihood in varying-coefficient quantile regression with missing observations
- Weighted rank estimation of nonparametric transformation models with case-1 and case-2 interval-censored failure time data
- Weighted local linear CQR for varying-coefficient models with missing covariates
- Weighted quantile regression based on induced smoothing method with missing covariates
- Weighted empirical likelihood for quantile regression with non ignorable missing covariates
- Quantile regression and its empirical likelihood with missing response at random
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