Empirical likelihood in varying-coefficient quantile regression with missing observations
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Publication:5079229
DOI10.1080/03610926.2020.1747629OpenAlexW3016133420MaRDI QIDQ5079229
Publication date: 25 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2020.1747629
quantile regressionmissing observationsempirical likelihoodvariable selectionpartially linear varying-coefficient model
Related Items (6)
Quantile regression of ultra-high dimensional partially linear varying-coefficient model with missing observations ⋮ Functional regression with dependent error and missing observation in reproducing kernel Hilbert spaces ⋮ 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 ⋮ Bayesian empirical likelihood of quantile regression with missing observations
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