2. 您的位置
3. 首页
4. 会议论文
5. Penalized Weighted Composite Quantile Estimators with Missing Covariates

Penalized Weighted Composite Quantile Estimators with Missing Covariates

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：freeman_1982

【摘 要】

：

　　In this paper,we propose the penalized weighted composite quantile regression estimation for linear model when the covariates are missing at random.

【作 者】

：

Yang Hu Liu Huilan 

【机 构】

：

Chongqing Univ.

【出 处】

：

第八届工业与应用数学国际大会

【发表日期】

：

2015年期

下载到本地 , 更方便阅读

下载此文 赞助VIP

声明 : 本文档内容版权归属内容提供方 , 如果您对本文有版权争议 , 可与客服联系进行内容授权或下架

论文部分内容阅读

　　In this paper,we propose the penalized weighted composite quantile regression estimation for linear model when the covariates are missing at random.

其他文献

A Test of Linearity in Partial Functional Linear Regression

　　This paper investigates the hypothesis test of the parametric component in partial functional linear regression.We propose a test procedure based on the res

会议

Empirical Likelihood in Generalized Linear Models for Longitudinal Data with Dropout

　　In this article,the generalized linear model for longitudinal data with dropout is studied.An empirical likelihood method is proposed by combining generaliz

会议

A Semiparametric Empirical Likelihood on the Linear Models with Covariates Parametrically Transforma

　　The linear assumption between the non-parametrically transformed response and the covariates in the traditional linear transformed models may not be satisfi

会议

Gaussian Processes Accelerated Multi-canonical Monte Carlo for Rare Probability Estimation

　　Multi-canonical Monte Carlo(MMC)has been used to estimate small failure probabilities in various engineering problems.

会议

Analysis of High-Frequency Stock Data Based on Realized Power Variation

　　Firstly I fitted a group of five-minute stock data with ARIMA+GARCH model as tool,after that I acquired daily volatility based on realized power variation t

会议

Martingale Optimal Transport Dualities in Skorokhod Space

　　The problem consists in maximizing the expectation of some reward function among all martingale measures under some marginal constraints.We establish the du

会议

Semiparametric Estimation of the Single-index Varying-coefficient Model

　　In this paper,we consider the choice of pilot estimators for the single-index varying-coefficient model,which may result in radically different estimators,a

会议

Weak Approximation for Non-smooth Functionals of Stochastic Differential Equations with Irregular Dr

　　We study the weak approximation for non-smooth functionals of(reflected)stochastic differential equations with irregular drift and constant diffusion coeffi

会议

The Pth Moment Asymptotic Stability and Exponential Stability of Stochastic Functional Differential

　　This paper mainly discusses the pth moment asymptotic stability and the exponential stability of nonlinear stochastic functional differential equations(SFDE

会议

A Robust and Efficient Estimation Method for Single-index Varying-coefficient Models

　　A new estimation procedure based on modal regression is proposed for single-index varying-coefficient models.The proposed method achieves better robustness

会议