Yıl 2018, Cilt 47, Sayı 3, Sayfalar 721 - 739 2018-06-01

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

Xinrong Tang [1] , Peixin Zhao [2]

20 31

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
Konular Matematik ve İstatistik
Dergi Bölümü İstatistik
Yazarlar

Yazar: Xinrong Tang

Yazar: Peixin Zhao (Sorumlu Yazar)

Bibtex @araştırma makalesi { hujms440367, journal = {Hacettepe Journal of Mathematics and Statistics}, issn = {1303-5010}, 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 - 1303-5010- 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 1303-5010- %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.