A convex programming solution based debiased estimator for quantile with missing response and high-dimensional covariables

DOI10.1016/j.csda.2021.107371OpenAlexW3213395998MaRDI QIDQ2076131

Miaomiao Su, Qi Hua Wang

Publication date: 18 February 2022

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.05677

zbMATH Keywords

missing at randomhigh dimensionsoptimal weightsmarginal response quantileselection probability function

Mathematics Subject Classification ID

Statistics (62-XX)

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