Smoothed empirical likelihood for quantile regression models with response data missing at random |
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Authors: | Shuanghua Luo Changlin Mei Cheng-yi Zhang |
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Institution: | 1.School of Mathematics and Statistics,Xi’an Jiaotong University,Xi’an,China;2.School of Science,Xi’an Polytechnic University,Xi’an,China |
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Abstract: | This paper studies smoothed quantile linear regression models with response data missing at random. Three smoothed quantile empirical likelihood ratios are proposed first and shown to be asymptotically Chi-squared. Then, the confidence intervals for the regression coefficients are constructed without the estimation of the asymptotic covariance. Furthermore, a class of estimators for the regression parameter is presented to derive its asymptotic distribution. Simulation studies are conducted to assess the finite sample performance. Finally, a real-world data set is analyzed to illustrated the effectiveness of the proposed methods. |
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