A resampling method by perturbing the estimating functions for quantile regression with missing data

doi:10.1080/03610918.2016.1271892

CSpace > 应用数学研究所

	A resampling method by perturbing the estimating functions for quantile regression with missing data
	Zhang, Li 1; Lin, Cunjie 2; Zhou, Yong3,4
	2017
发表期刊	COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
ISSN	0361-0918
卷号	46 期号:8 页码:6661-6671
摘要	In 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.
关键词	Bootstrap Estimating equations Missing data Resampling method Quantile regression
DOI	10.1080/03610918.2016.1271892
语种	英语
资助项目	National 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研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000415033700050
出版者	TAYLOR & FRANCIS INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/26830
专题	应用数学研究所
通讯作者	Zhang, Li
作者单位	1.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
推荐引用方式 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.