Composite Estimation: An Asymptotically Weighted Least Squares Approach
From MaRDI portal
Publication:5226639
DOI10.5705/ss.202016.0399zbMath1433.62196OpenAlexW2777571676MaRDI QIDQ5226639
Li Xing Zhu, Lu Lin, Feng Li, Kang-Ning Wang
Publication date: 1 August 2019
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5705/ss.202016.0399
asymptotic representationnonparametric regressionweighted least squarescomposite quantile regressionmodel-independent parameter
Nonparametric regression and quantile regression (62G08) Analysis of variance and covariance (ANOVA) (62J10)
Related Items (3)
An efficient estimation for the parameter in additive partially linear models with missing covariates ⋮ Global debiased DC estimations for biased estimators via pro forma regression ⋮ Renewable composite quantile method and algorithm for nonparametric models with streaming data
This page was built for publication: Composite Estimation: An Asymptotically Weighted Least Squares Approach
