Estimation and test procedures for composite quantile regression with covariates missing at random

In this paper, we study the weighted composite quantile regression (WCQR) for general linear model with missing covariates. We propose the WCQR estimation and bootstrap test procedures for unknown parameters. Simulation studies and a real data analysis are conducted to examine the finite performance of our proposed methods.

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Year of publication:	2014
Authors:	Ning, Zijun ; Tang, Linjun
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 95.2014, C, p. 15-25
Publisher:	Elsevier
Subject:	Composite quantile regression \| General linear model \| Missing covariates \| Bootstrap

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010939467