Two-Stage Estimation of Partially Linear Varying Coefficient Quantile Regression Model with Missing Data

Two-Stage Estimation of Partially Linear Varying Coefficient Quantile Regression Model with Missing Data

In this paper, the statistical inference of the partially linear varying coefficient quantile regression model is studied under random missing responses. A two-stage estimation procedure is developed to estimate the parametric and nonparametric components involved in the model. Furthermore, the asym...

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Bibliographic Details
Main Authors: Shuanghua Luo, Yuxin Yan, Cheng-yi Zhang
Format: Article
Language:English
Published: MDPI AG 2024-02-01
Series:Mathematics
Subjects:
composite quantile regression
partially linear varying coefficient model
empirical likelihood
confidence interval
missing responses
Online Access:https://www.mdpi.com/2227-7390/12/4/578

Internet

https://www.mdpi.com/2227-7390/12/4/578

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