Composite quantile regression for heteroscedastic partially linear varying-coefficient models with missing censoring indicators

DOI10.1080/00949655.2022.2108030MaRDI QIDQ5887980zbMATH OpenOpenAlexFDO

Authors Guo-Liang Fan, Riquan Zhang, Yu-Ye Zou

Publication date 21 April 2023

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2022.2108030

zbMATH Keywords

missing at randomoracle propertypartially linear varying-coefficient modeladaptive LASSO penaltycensoring indicators

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Cites work

• scientific article; zbMATH DE number 4088699 (Why is no real title available?)
• Composite quantile regression and the oracle model selection theory
• Composite quantile regression and variable selection in single-index coefficient model
• Composite quantile regression for varying-coefficient single-index models
• Efficient estimation of a semiparametric partially linear varying coefficient model
• Estimation and confidence bands of a conditional survival function with censoring indicators missing at random
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Linear regression analysis of survival data with missing censoring indicators
• Local polynomial fitting in semivarying coefficient model
• New efficient and robust estimation in varying-coefficient models with heteroscedasticity
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Quantile regression and variable selection of partial linear single-index model
• Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random
• Quantile regression.
• Regression Quantiles
• Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
• The Adaptive Lasso and Its Oracle Properties
• The weighted least square based estimators with censoring indicators missing at random
• Weak and strong uniform consistency of kernel regression estimates
• Weighted composite quantile regression for partially linear varying coefficient models
• Weighted composite quantile regression for single index model with missing covariates at random
• Weighted composite quantile regression with censoring indicators missing at random
• Weighted quantile regression and testing for varying-coefficient models with randomly truncated data

Cited in

(4)

• Variable selection and coefficient estimation via composite quantile regression with randomly censored data
• Estimation and test procedures for composite quantile regression with covariates missing at random
• Penalized composite quantile estimation for censored regression model with a diverging number of parameters
• scientific article; zbMATH DE number 7109120 (Why is no real title available?)

This page was built for publication: Composite quantile regression for heteroscedastic partially linear varying-coefficient models with missing censoring indicators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5887980)