Showing 1 - 9 of 9
Composite quantile regression with randomly censored data is studied. Moreover, adaptive LASSO methods for composite quantile regression with randomly censored data are proposed. The consistency, asymptotic normality and oracle property of the proposed estimators are established. The proposals...
Persistent link: https://www.econbiz.de/10010576151
This paper considers statistical inference for semiparametric varying coefficient partially linear models with error-prone linear covariates. An empirical likelihood based statistic for parametric component is developed to construct confidence regions. The resulting statistic is shown to...
Persistent link: https://www.econbiz.de/10008551089
Persistent link: https://www.econbiz.de/10009324797
This paper considers the testing problem of the linear errors-in-variables (EV) model with random censored data. We propose two novel statistics based on the difference between the corrected residual sum of squares (RSS) and empirical likelihood (EL) under the null and alternative hypotheses....
Persistent link: https://www.econbiz.de/10010616870
This paper considers the weighted composite quantile (WCQ) regression for linear model with random censoring. The adaptive penalized procedure for variable selection in this model is proposed, and the consistency, asymptotic normality and oracle property of the resulting estimators are also...
Persistent link: https://www.econbiz.de/10010571788
Persistent link: https://www.econbiz.de/10005380583
This paper is concerned with composite quantile regression for single-index models. Under mild conditions, we show that the linear composite quantile regression offers a consistent estimate of the index parameter vector. With a root-n consistent estimate of the index vector, the unknown link...
Persistent link: https://www.econbiz.de/10010871471
This paper presents a new algorithm for the analysis of spectral properties of short genes using the wavelet transform and the Hilbert–Huang transform (HHT). A wavelet subspace algorithm combined with the empirical mode decomposition (EMD) is introduced to create subdivided intrinsic mode...
Persistent link: https://www.econbiz.de/10010872223
Composite quantile regression (CQR) can be more efficient and sometimes arbitrarily more efficient than least squares for non-normal random errors, and almost as efficient for normal random errors. Based on CQR, we propose a test method to deal with the testing problem of the parameter in the...
Persistent link: https://www.econbiz.de/10010949803