Frequentist model averaging estimation for the censored partial linear quantile regression model

doi:10.1016/j.jspi.2017.04.001

CSpace > 应用数学研究所

	Frequentist model averaging estimation for the censored partial linear quantile regression model
	Sun, Zhimeng 1; Sun, Liuquan2 ; Lu, Xiaoling 3; Zhu, Ji 4; Li, Yongzhuang 1
	2017-10-01
发表期刊	JOURNAL OF STATISTICAL PLANNING AND INFERENCE
ISSN	0378-3758
卷号	189 页码:1-15
摘要	In 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.
关键词	Model averaging Model selection Partial linear model Quantile regression Random censoring
DOI	10.1016/j.jspi.2017.04.001
语种	英语
资助项目	National 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研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000404197500001
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/25864
专题	应用数学研究所
通讯作者	Sun, Liuquan
作者单位	1.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
推荐引用方式 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.