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._{}^{}

Quantile regression, Partially linear model, Variable selection, Penalized empirical likelihood

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Birincil Dil | en |
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Konular | Matematik |

Dergi Bölümü | İstatistik |

Yazarlar |

Bibtex | ```
@araştırma makalesi { hujms440367,
journal = {Hacettepe Journal of Mathematics and Statistics},
issn = {2651-477X},
eissn = {2651-477X},
address = {Hacettepe Üniversitesi},
year = {2018},
volume = {47},
pages = {721 - 739},
doi = {},
title = {Penalized empirical likelihood based variable selection for partially linear quantile regression models with missing responses},
key = {cite},
author = {Tang, Xinrong and Zhao, Peixin}
}
``` |

APA | Tang, X , Zhao, P . (2018). Penalized empirical likelihood based variable selection for partially linear quantile regression models with missing responses. Hacettepe Journal of Mathematics and Statistics, 47 (3), 721-739. Retrieved from http://dergipark.gov.tr/hujms/issue/38121/440367 |

MLA | Tang, X , Zhao, P . "Penalized empirical likelihood based variable selection for partially linear quantile regression models with missing responses". Hacettepe Journal of Mathematics and Statistics 47 (2018): 721-739 <http://dergipark.gov.tr/hujms/issue/38121/440367> |

Chicago | Tang, X , Zhao, P . "Penalized empirical likelihood based variable selection for partially linear quantile regression models with missing responses". Hacettepe Journal of Mathematics and Statistics 47 (2018): 721-739 |

RIS | TY - JOUR T1 - Penalized empirical likelihood based variable selection for partially linear quantile regression models with missing responses AU - Xinrong Tang , Peixin Zhao Y1 - 2018 PY - 2018 N1 - DO - T2 - Hacettepe Journal of Mathematics and Statistics JF - Journal JO - JOR SP - 721 EP - 739 VL - 47 IS - 3 SN - 2651-477X-2651-477X M3 - UR - Y2 - 2016 ER - |

EndNote | %0 Hacettepe Journal of Mathematics and Statistics Penalized empirical likelihood based variable selection for partially linear quantile regression models with missing responses %A Xinrong Tang , Peixin Zhao %T Penalized empirical likelihood based variable selection for partially linear quantile regression models with missing responses %D 2018 %J Hacettepe Journal of Mathematics and Statistics %P 2651-477X-2651-477X %V 47 %N 3 %R %U |

ISNAD | Tang, Xinrong , Zhao, Peixin . "Penalized empirical likelihood based variable selection for partially linear quantile regression models with missing responses". Hacettepe Journal of Mathematics and Statistics 47 / 3 (Haziran 2018): 721-739. |