Weighted quantile regression with nonelliptically structured covariates

DOI10.1002/CJS.5550360407MaRDI QIDQ3626379zbMATH OpenOpenAlexFDO

Authors Matías Salibián Barrera, Ying Wei

Publication date 22 May 2009

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/cjs.5550360407

zbMATH Keywords

robustness

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Linear inference, regression (62J99)

Recommendations

• A weighted quantile regression for nonlinear models with randomly censored data
• A new weighted quantile regression
• Weighted empirical likelihood for quantile regression with non ignorable missing covariates
• Weighted composite quantile regression method via empirical likelihood for non linear models
• A weighted linear quantile regression
• Weighted quantile regression with missing covariates using empirical likelihood
• A weighted quantile regression for nonlinear models with left truncated data
• Weighted composite quantile regression for partially linear varying coefficient models
• Weighted quantile regression in varying-coefficient model with longitudinal data
• Weighted quantile regression for varying-coefficient models with missing covariates based on empirical likelihood

Cites work

• A general Bahadur representation of M-estimators and its application to linear regression with nonstochastic designs
• A Lack-of-Fit Test for Quantile Regression
• An Approach to Multivariate Covariate-Dependent Quantile Contours With Application to Bivariate Conditional Growth Charts
• Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
• scientific article; zbMATH DE number 3992657 (Why is no real title available?)
• Mallows-Type Bounded-Influence-Regression Trimmed Means
• On model selection via stochastic complexity in robust linear regression
• Regression Depth
• Regression Quantiles

Cited in

(12)

• Robust regression quantiles.
• An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR
• Weighted quantile regression for longitudinal data
• Multiple case high leverage diagnosis in regression quantiles
• Reweighting to Achieve Elliptically Contoured Covariates in Regression
• On Fractile Transformation of Covariates in Regression
• A weighted linear quantile regression
• On the weighted multivariate Wilcoxon rank regression estimate
• A general quantile function model for economic and financial time series
• Weighted empirical likelihood for quantile regression with non ignorable missing covariates
• Weighted l₁‐Penalized Corrected Quantile Regression for High‐Dimensional Temporally Dependent Measurement Errors
• Modified least trimmed quantile regression to overcome effects of leverage points

This page was built for publication: Weighted quantile regression with nonelliptically structured covariates

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3626379)