An empirical likelihood approach to quantile regression with auxiliary information
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Cites work
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- scientific article; zbMATH DE number 708500 (Why is no real title available?)
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Cited in
(17)- Quantile regression models with factor‐augmented predictors and information criterion
- Envelope quantile regression
- Imputation-based empirical likelihood inferences for partially nonlinear quantile regression models with missing responses
- Population-level information for improving quantile regression efficiency
- Penalized empirical likelihood for quantile regression with missing covariates and auxiliary information
- Empirical likelihood-based inference in generalized random coefficient autoregressive model with conditional moment restrictions
- Empirical likelihood-based inference in regressive model with moment restrictions
- Random weighting estimation of confidence intervals for quantiles
- Smoothed empirical likelihood confidence intervals for quantile regression parameters with auxiliary information
- Imputation based statistical inference for partially linear quantile regression models with missing responses
- Quantile regression and its empirical likelihood with missing response at random
- Maximum weighted likelihood for discrete choice models with a dependently censored covariate
- Empirical likelihood-based inference in Poisson autoregressive model with conditional moment restrictions
- Weighted composite quantile regression method via empirical likelihood for non linear models
- Empirical likelihood and quantile regression in longitudinal data analysis
- Empirical likelihood for composite quantile regression modeling
- Empirical likelihood estimation using auxiliary summary information with different covariate distributions
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