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Frequentist model averaging estimation for the censored partial linear quantile regression model
Sun, Zhimeng1; Sun, Liuquan2; Lu, Xiaoling3; Zhu, Ji4; Li, Yongzhuang1
2017-10-01
Source PublicationJOURNAL OF STATISTICAL PLANNING AND INFERENCE
ISSN0378-3758
Volume189Pages:1-15
AbstractIn this article, we propose a focused information criterion (FIC) and develop a frequentist model averaging estimation procedure for a partial linear regression model when the response is randomly right-censored. The proposed procedure is based on the quantile regression and can depict the comprehensive character of the distribution of the response by means of modeling different quantiles. The large sample properties of the proposed estimators are established, and their finite sample properties are examined through simulation studies. An application to a primary biliary cirrhosis data set is provided. (C) 2017 Elsevier B.V. All rights reserved.
KeywordModel averaging Model selection Partial linear model Quantile regression Random censoring
DOI10.1016/j.jspi.2017.04.001
Language英语
Funding ProjectNational Natural Science Foundation of China[11301561] ; National Natural Science Foundation of China[11231010] ; National Natural Science Foundation of China[11690015] ; National Natural Science Foundation of China[61472475] ; Central University of Finance and Economics[011650314014] ; Foundation of AcademicDiscipline Program at Central University of Finance and Economics[021150315024] ; Key Laboratory of RCSDS, CAS[2008DP173182]
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000404197500001
PublisherELSEVIER SCIENCE BV
Citation statistics
Cited Times:1[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/25864
Collection应用数学研究所
Affiliation1.Cent Univ Finance & Econ, Sch Stat & Math, Beijing, Peoples R China
2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100190, Peoples R China
3.Renmin Univ China, Sch Stat, Beijing, Peoples R China
4.Univ Michigan, Dept Stat, Ann Arbor, MI 48109 USA
Recommended Citation
GB/T 7714
Sun, Zhimeng,Sun, Liuquan,Lu, Xiaoling,et al. Frequentist model averaging estimation for the censored partial linear quantile regression model[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE,2017,189:1-15.
APA Sun, Zhimeng,Sun, Liuquan,Lu, Xiaoling,Zhu, Ji,&Li, Yongzhuang.(2017).Frequentist model averaging estimation for the censored partial linear quantile regression model.JOURNAL OF STATISTICAL PLANNING AND INFERENCE,189,1-15.
MLA Sun, Zhimeng,et al."Frequentist model averaging estimation for the censored partial linear quantile regression model".JOURNAL OF STATISTICAL PLANNING AND INFERENCE 189(2017):1-15.
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