Smoothed empirical likelihood confidence intervals for quantile regression parameters with auxiliary information

Xiaofeng Lv; Rui Li

doi:10.1016/j.stamet.2013.04.002

ScienceGate Book Chapters

JOURNAL ARTICLE

Smoothed empirical likelihood confidence intervals for quantile regression parameters with auxiliary information

Xiaofeng Lv Rui Li

Year: 2013 Journal: Statistical Methodology Vol: 15 Pages: 46-54 Publisher: Elsevier BV

DOI: 10.1016/j.stamet.2013.04.002

Get Full-Text PDF Get Analytical Report

Keywords:

Mathematics Empirical likelihood Confidence interval Statistics Quantile Quantile regression CDF-based nonparametric confidence interval Coverage probability Robust confidence intervals Confidence and prediction bands Confidence region Econometrics Confidence distribution

Metrics

Cited By

0.59

FWCI (Field Weighted Citation Impact)

Refs

0.73

Citation Normalized Percentile

Is in top 1%

Is in top 10%

Citation History

Topics

Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Financial Risk and Volatility Modeling

Social Sciences → Economics, Econometrics and Finance → Finance

Smoothed empirical likelihood confidence intervals for quantile regression parameters with auxiliary information

Metrics

Citation History

Topics

Related Documents

An empirical likelihood approach to quantile regression with auxiliary information

Smoothed Empirical Likelihood Confidence Intervals for Quantiles

Empirical-likelihood-based confidence intervals for quantile regression models with longitudinal data

SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS

Penalized empirical likelihood for quantile regression with missing covariates and auxiliary information