Quantile regression of partially linear single-index model with missing observations
From MaRDI portal
Publication:4987643
DOI10.1080/02331888.2021.1883613zbMath1465.62129OpenAlexW3133325554MaRDI QIDQ4987643
Yu Shen, Baohua Wang, Han-Ying Liang
Publication date: 3 May 2021
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2021.1883613
asymptotic normalityquantile regressionmissing at randomvariable selectionpartially linear single-index model
Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Missing data (62D10)
Related Items (3)
Bayesian analysis in single-index quantile regression with missing observation ⋮ Empirical likelihood in single-index quantile regression with high dimensional and missing observations ⋮ Empirical likelihood in single-index partially functional linear model with missing observations
Cites Work
- Unnamed Item
- Unnamed Item
- Estimation and testing for partially linear single-index models
- Single-index quantile regression
- The Adaptive Lasso and Its Oracle Properties
- Variable selection for additive partial linear quantile regression with missing covariates
- Single-index composite quantile regression
- Weighted local linear CQR for varying-coefficient models with missing covariates
- Quantile regression and its empirical likelihood with missing response at random
- Single index quantile regression for heteroscedastic data
- Estimation for a partial-linear single-index model
- Estimation and empirical likelihood for single-index models with missing data in the covariates
- Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables
- Estimation and variable selection for quantile partially linear single-index models
- Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data
- A robust and efficient estimation and variable selection method for partially linear single-index models
- Quantile regression and variable selection of partial linear single-index model
- Semiparametric efficient estimation for partially linear single-index models with responses missing at random
- Semi-parametric estimation of partially linear single-index models
- Empirical likelihood for single-index models with responses missing at random
- A SINGLE-INDEX QUANTILE REGRESSION MODEL AND ITS ESTIMATION
- Estimation in Partially Linear Single-Index Models with Missing Covariates
- Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
- Regression Quantiles
- Generalized Partially Linear Single-Index Models
- Penalized Spline Estimation for Partially Linear Single-Index Models
- Local Linear Additive Quantile Regression
- Variable selection in heteroscedastic single-index quantile regression
- Empirical likelihood for single index model with missing covariates at random
- Efficient Quantile Regression Analysis With Missing Observations
- New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
This page was built for publication: Quantile regression of partially linear single-index model with missing observations