Weighted composite quantile regression for single index model with missing covariates at random

DOI10.1007/s00180-019-00886-yzbMath1505.62251OpenAlexW2923344200WikidataQ128136984 ScholiaQ128136984MaRDI QIDQ2282597

Huilan Liu, Hu Yang, Changgen Peng

Publication date: 8 January 2020

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

Full work available at URL: https://doi.org/10.1007/s00180-019-00886-y

zbMATH Keywords

missing at randomlocal linear regressionHorvitz-Thompson property

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items (3)

Composite quantile regression for heteroscedastic partially linear varying-coefficient models with missing censoring indicators ⋮ Bayesian analysis in single-index quantile regression with missing observation ⋮ Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates

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