Smoothed empirical likelihood confidence intervals for quantile regression parameters with auxiliary information

DOI10.1016/j.stamet.2013.04.002zbMath1486.62117OpenAlexW2009605178MaRDI QIDQ1731265

Xiaofeng Lv, Rui Li

Publication date: 13 March 2019

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2013.04.002

zbMATH Keywords

confidence intervalsquantile regressionauxiliary informationsmoothed empirical likelihood

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

Related Items (7)

Smoothed empirical likelihood for quantile regression models with response data missing at random ⋮ Smoothed quantile regression with nonignorable dropouts ⋮ Improved composite quantile regression and variable selection with nonignorable dropouts ⋮ Weighted composite quantile regression method via empirical likelihood for non linear models ⋮ Maximum weighted likelihood for discrete choice models with a dependently censored covariate ⋮ Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response ⋮ Smoothed tensor quantile regression estimation for longitudinal data

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