Weighted quantile average estimation for general linear models with missing covariates

DOI10.1080/03610926.2016.1189570MaRDI QIDQ4586601zbMATH OpenOpenAlexFDO

Authors Jing Sun

Publication date 27 October 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2016.1189570

zbMATH Keywords

inverse probability weightingoptimal weightsmissing mechanismweighted quantile average estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Generalized linear models (logistic models) (62J12)

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Cited in

(6)

• An efficient estimation for the parameter in additive partially linear models with missing covariates
• Weighted quantile regression based on induced smoothing method with missing covariates
• Weighted empirical likelihood for quantile regression with non ignorable missing covariates
• Model averaging for multiple quantile regression with covariates missing at random
• Weighted local linear CQR for varying-coefficient models with missing covariates
• The Horvitz-Thompson weighting method for quantile regression estimation in the presence of missing covariates

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