Smoothed empirical likelihood confidence intervals for quantile regression parameters with auxiliary information期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

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Smoothed empirical likelihood confidence intervals for quantile regression parameters with auxiliary information

Institution:	1. Department of Physics, University of Helsinki, P.O. Box 64, FI-00014 Helsinki, Finland;2. Instituto de Física Teórica (IFT/UNESP), UNESP - São Paulo State University, Rua Dr. Bento Teobaldo Ferraz 271, Bloco II Barra Funda, CEP 01140-070 São Paulo, SP, Brazil;1. School of Mathematics and Statistics, The University of New South Wales, Sydney, NSW 2052, Australia;2. Department of Statistics, George Washington University, Washington, DC 20052, USA;1. School of Science, Nantong University, Nantong, China;2. Department of Mathematics, City University of Hong Kong, Kowloon Tong, Hong Kong;3. Department of Statistics, Chinese University of Hong Kong, Shatin, Hong Kong

Abstract:	This paper develops a smoothed empirical likelihood (SEL)-based method to construct confidence intervals for quantile regression parameters with auxiliary information. First, we define the SEL ratio and show that it follows a Chi-square distribution. We then construct confidence intervals according to this ratio. Finally, Monte Carlo experiments are employed to evaluate the proposed method.

Keywords:	Smoothed empirical likelihood Confidence intervals Quantile regression Auxiliary information
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