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

DOI10.1080/00949655.2022.2108030OpenAlexW4306407647MaRDI QIDQ5887980FDOQ5887980

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)

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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
• Title not available (Why is that?)

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