Penalized empirical likelihood based variable selection for partially linear quantile regression models with missing responses

Xinrong TANG; Peixin ZHAO

Makale detayları

Penalized empirical likelihood based variable selection for partially linear quantile regression models with missing responses

Yazarlar:

Xinrong TANG | Peixin ZHAO

Yayıncı:

Hacettepe University

Ana Başlıklar:

Matematik

Dergi:

Hacettepe Journal of Mathematics and Statistics 2018 Vol.47 Issue 3, pp.721-739

Belge Tipi:

Makale

Yayın Tarihi:

5/2018

Belge Dili:

İngilizce

Document ID (Org No.):

2000451960

Sıklık:

İki Aylık

eISSN:

2651-477X

pISSN:

2651-477X

Özet:

 


In this paper, we consider variable selection for partially linear quantile regression models with missing response at random. We first propose a role penalized empirical likelihood based variable selection method, and show that such variable selection method is consistent and satisfies sparsity. Further more, to avoid the influence of nonparametric estimator on the variable selection for the parametric components, we also propose a double penalized empirical likelihood variable selection method. Some simulation studies and a real data application are undertaken to assess the finite sample performance of the proposed variable selection methods, and simulation results indicate that the proposed variable selection methods are workable.

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Makale detayları

Penalized empirical likelihood based variable selection for partially linear quantile regression models with missing responses

Yazarlar: Xinrong TANG | Peixin ZHAO

Yayıncı: Hacettepe University

Ana Başlıklar: Matematik

Dergi: Hacettepe Journal of Mathematics and Statistics 2018 Vol.47 Issue 3, pp.721-739

Belge Tipi: Makale

Yayın Tarihi: 5/2018

Belge Dili: İngilizce

Document ID (Org No.): 2000451960

Sıklık: İki Aylık

eISSN: 2651-477X

pISSN: 2651-477X

Sayı

Yazarlar:

Xinrong TANG | Peixin ZHAO

Yayıncı:

Hacettepe University

Ana Başlıklar:

Matematik

Dergi:

Hacettepe Journal of Mathematics and Statistics 2018 Vol.47 Issue 3, pp.721-739

Belge Tipi:

Makale

Yayın Tarihi:

5/2018

Belge Dili:

İngilizce

Document ID (Org No.):

2000451960

Sıklık:

İki Aylık

eISSN:

2651-477X

pISSN:

2651-477X