An empirical likelihood approach to quantile regression with auxiliary information

DOI10.1016/j.spl.2011.09.003zbMath1229.62049OpenAlexW2120589947MaRDI QIDQ654462

Chenlei Leng, Cheng Yong Tang

Publication date: 28 December 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.09.003

zbMATH Keywords

estimating equations

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05)

Related Items

Empirical likelihood-based inference in Poisson autoregressive model with conditional moment restrictions, Penalized empirical likelihood for quantile regression with missing covariates and auxiliary information, Empirical likelihood-based inference in regressive model with moment restrictions, Smoothed empirical likelihood confidence intervals for quantile regression parameters with auxiliary information, Weighted composite quantile regression method via empirical likelihood for non linear models, Imputation based statistical inference for partially linear quantile regression models with missing responses, Maximum weighted likelihood for discrete choice models with a dependently censored covariate, Empirical likelihood-based inference in generalized random coefficient autoregressive model with conditional moment restrictions, Quantile regression and its empirical likelihood with missing response at random, Random Weighting Estimation of Confidence Intervals for Quantiles, Empirical likelihood for composite quantile regression modeling, Imputation-based empirical likelihood inferences for partially nonlinear quantile regression models with missing responses

Uses Software

• bootstrap

Cites Work

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