Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates

DOI10.1007/s00180-020-01012-zzbMath1505.62202OpenAlexW3042149505MaRDI QIDQ1995860

Jun Jin, Shuangzhe Liu, Tie-Feng Ma, JiaJia Dai

Publication date: 25 February 2021

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-020-01012-z

zbMATH Keywords

missing at randomcomposite quantile regressionHorvitz-Thompson propertypartially linear varying coefficient

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08)

Related Items (2)

Quantile regression of ultra-high dimensional partially linear varying-coefficient model with missing observations ⋮ Optimal subsampling algorithms for composite quantile regression in massive data

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