An empirical likelihood approach to quantile regression with auxiliary information
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Publication:654462
DOI10.1016/J.SPL.2011.09.003zbMATH Open1229.62049OpenAlexW2120589947MaRDI QIDQ654462FDOQ654462
Authors: Cheng Yong Tang, Chenlei Leng 
Publication date: 28 December 2011
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2011.09.003
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Cited In (17)
- Random weighting estimation of confidence intervals for quantiles
- Empirical likelihood-based inference in Poisson autoregressive model with conditional moment restrictions
- Empirical likelihood and quantile regression in longitudinal data analysis
- Quantile regression models with factor‐augmented predictors and information criterion
- Smoothed empirical likelihood confidence intervals for quantile regression parameters with auxiliary information
- Penalized empirical likelihood for quantile regression with missing covariates and auxiliary information
- Imputation-based empirical likelihood inferences for partially nonlinear quantile regression models with missing responses
- Empirical likelihood-based inference in generalized random coefficient autoregressive model with conditional moment restrictions
- Population-level information for improving quantile regression efficiency
- Weighted composite quantile regression method via empirical likelihood for non linear models
- Quantile regression and its empirical likelihood with missing response at random
- Envelope quantile regression
- Empirical likelihood-based inference in regressive model with moment restrictions
- Imputation based statistical inference for partially linear quantile regression models with missing responses
- Empirical likelihood estimation using auxiliary summary information with different covariate distributions
- Maximum weighted likelihood for discrete choice models with a dependently censored covariate
- Empirical likelihood for composite quantile regression modeling
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