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A resampling method by perturbing the estimating functions for quantile regression with missing data

文献类型：期刊论文

作者Zhang, Li1; Lin, Cunjie2; Zhou, Yong3,4
刊名COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
出版日期2017
卷号46期号:8页码:6661-6671
关键词Bootstrap Estimating equations Missing data Resampling method Quantile regression
ISSN号0361-0918
DOI10.1080/03610918.2016.1271892
英文摘要In this article, we propose a resampling method based on perturbing the estimating functions to compute the asymptotic variances of quantile regression estimators under missing at random condition. We prove that the conditional distributions of the resampling estimators are asymptotically equivalent to the distributions of quantile regression estimators. Our method can deal with complex situations, where the response and part of covariates are missing. Numerical results based on simulated and real data are provided under several designs.
资助项目National Natural Science Foundation of China (NSFC)[71271128] ; National Natural Science Foundation of China (NSFC)[11601424] ; National Natural Science Foundation of China[71331006] ; State Key Program in the Major Research Plan of National Natural Science Foundation of China[91546202] ; National Center for Mathematics and Interdisciplinary Sciences (NCMIS) ; Key Laboratory of RCSDS ; AMSS ; CAS[2008DP173182] ; Innovative Research Team of Shanghai University of Finance and Economics[IRTSHUFE13122402] ; Program for Changjiang Scholars Innovative Research Team of Ministry of Education[IRT13077] ; Youth Foundation of the Ministry of Education of China[15YJC910009] ; Science Foundation of Northwest University[14NW31]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000415033700050
出版者TAYLOR & FRANCIS INC
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/26829]  
专题应用数学研究所
通讯作者Zhang, Li
作者单位1.Northwest Univ, Sch Econ & Management, Xian, Shaanxi, Peoples R China
2.Renmin Univ China, Sch Stat, Beijing, Peoples R China
3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
4.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai, Peoples R China
推荐引用方式
GB/T 7714		 Zhang, Li,Lin, Cunjie,Zhou, Yong. A resampling method by perturbing the estimating functions for quantile regression with missing data[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION,2017,46(8):6661-6671.
APA Zhang, Li,Lin, Cunjie,&Zhou, Yong.(2017).A resampling method by perturbing the estimating functions for quantile regression with missing data.COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION,46(8),6661-6671.
MLA Zhang, Li,et al."A resampling method by perturbing the estimating functions for quantile regression with missing data".COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION 46.8(2017):6661-6671.

入库方式： OAI收割

来源：数学与系统科学研究院

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