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A resampling method by perturbing the estimating functions for quantile regression with missing data
Zhang, Li1; Lin, Cunjie2; Zhou, Yong3,4
2017
Source PublicationCOMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
ISSN0361-0918
Volume46Issue:8Pages:6661-6671
AbstractIn this article, we propose a resampling method based on perturbing the estimating functions to compute the asymptotic variances of quantile regression estimators under missing at random condition. We prove that the conditional distributions of the resampling estimators are asymptotically equivalent to the distributions of quantile regression estimators. Our method can deal with complex situations, where the response and part of covariates are missing. Numerical results based on simulated and real data are provided under several designs.
KeywordBootstrap Estimating equations Missing data Resampling method Quantile regression
DOI10.1080/03610918.2016.1271892
Language英语
Funding ProjectNational Natural Science Foundation of China (NSFC)[71271128] ; National Natural Science Foundation of China (NSFC)[11601424] ; National Natural Science Foundation of China[71331006] ; State Key Program in the Major Research Plan of National Natural Science Foundation of China[91546202] ; National Center for Mathematics and Interdisciplinary Sciences (NCMIS) ; Key Laboratory of RCSDS ; AMSS ; CAS[2008DP173182] ; Innovative Research Team of Shanghai University of Finance and Economics[IRTSHUFE13122402] ; Program for Changjiang Scholars Innovative Research Team of Ministry of Education[IRT13077] ; Youth Foundation of the Ministry of Education of China[15YJC910009] ; Science Foundation of Northwest University[14NW31]
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000415033700050
PublisherTAYLOR & FRANCIS INC
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/26830
Collection应用数学研究所
Affiliation1.Northwest Univ, Sch Econ & Management, Xian, Shaanxi, Peoples R China
2.Renmin Univ China, Sch Stat, Beijing, Peoples R China
3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
4.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai, Peoples R China
Recommended Citation
GB/T 7714
Zhang, Li,Lin, Cunjie,Zhou, Yong. A resampling method by perturbing the estimating functions for quantile regression with missing data[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION,2017,46(8):6661-6671.
APA Zhang, Li,Lin, Cunjie,&Zhou, Yong.(2017).A resampling method by perturbing the estimating functions for quantile regression with missing data.COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION,46(8),6661-6671.
MLA Zhang, Li,et al."A resampling method by perturbing the estimating functions for quantile regression with missing data".COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION 46.8(2017):6661-6671.
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