Robust and efficient estimation for nonlinear model based on composite quantile regression with missing covariates

Robust and efficient estimation for nonlinear model based on composite quantile regression with missing covariates

In this article, two types of weighted quantile estimators were proposed for nonlinear models with missing covariates. The asymptotic normality of the proposed weighted quantile average estimators was established. We further calculated the optimal weights and derived the asymptotic distributions of...

Full description

Bibliographic Details
Main Authors: Qiang Zhao, Chao Zhang, Jingjing Wu, Xiuli Wang
Format: Article
Language:English
Published: AIMS Press 2022-02-01
Series:AIMS Mathematics
Subjects:
nonlinear model
composite quantile estimation
weighted quantile average estimator
missing covariates
inverse probability weighting
Online Access:https://www.aimspress.com/article/doi/10.3934/math.2022452?viewType=HTML

Internet

https://www.aimspress.com/article/doi/10.3934/math.2022452?viewType=HTML

Similar Items