Estimation and inference of combining quantile and least-square regressions with missing data

DOI10.1016/J.JKSS.2017.09.005MaRDI QIDQ684064zbMATHOpenAlexFDO

Authors Linjun Tang, Sheng-chao Zheng, Zhangong Zhou

Publication date 9 February 2018

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jkss.2017.09.005

zbMATH Keywords

missing dataempirical likelihoodsmoothing techniquesinverse-probability weights

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric estimators (62F12) Asymptotic properties of parametric tests (62F05)

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Cites work

• scientific article; zbMATH DE number 1834445 (Why is no real title available?)
• Accelerated failure time model with quantile information
• An improved and efficient estimation method for varying-coefficient model with missing covariates
• Combining least-squares and quantile regressions
• Efficient quantile regression analysis with missing observations
• Empirical likelihood and general estimating equations
• Empirical likelihood confidence intervals for response mean with data missing at random
• Empirical likelihood for linear models with missing responses
• Empirical likelihood for semivarying coefficient model with measurement error in the nonparametric part
• Empirical likelihood ratio confidence regions
• Estimation and test procedures for composite quantile regression with covariates missing at random
• Estimation of Regression Coefficients When Some Regressors Are Not Always Observed
• Generalized partially linear models with missing covariates
• Inference and missing data
• New efficient and robust estimation in varying-coefficient models with heteroscedasticity
• On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates
• Penalized weighted composite quantile estimators with missing covariates
• Semiparametric theory and missing data.
• The Analysis of Categorical Data From Complex Sample Surveys: Chi-Squared Tests for Goodness of Fit and Independence in Two-Way Tables

Cited in

(6)

• A General Framework for Quantile Estimation with Incomplete Data
• A fusion of least squares and empirical likelihood for regression models with a missing binary covariate
• An improvement on the efficiency of complete-case-analysis with nonignorable missing covariate data
• Estimation and test procedures for composite quantile regression with covariates missing at random
• Combining least-squares and quantile regressions
• scientific article; zbMATH DE number 7027972 (Why is no real title available?)

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