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Frequentist model averaging estimation for the censored partial linear quantile regression model

文献类型：期刊论文

作者Sun, Zhimeng1; Sun, Liuquan2; Lu, Xiaoling3; Zhu, Ji4; Li, Yongzhuang1
刊名JOURNAL OF STATISTICAL PLANNING AND INFERENCE
出版日期2017-10-01
卷号189页码:1-15
关键词Model averaging Model selection Partial linear model Quantile regression Random censoring
ISSN号0378-3758
DOI10.1016/j.jspi.2017.04.001
英文摘要In this article, we propose a focused information criterion (FIC) and develop a frequentist model averaging estimation procedure for a partial linear regression model when the response is randomly right-censored. The proposed procedure is based on the quantile regression and can depict the comprehensive character of the distribution of the response by means of modeling different quantiles. The large sample properties of the proposed estimators are established, and their finite sample properties are examined through simulation studies. An application to a primary biliary cirrhosis data set is provided. (C) 2017 Elsevier B.V. All rights reserved.
资助项目National Natural Science Foundation of China[11301561] ; National Natural Science Foundation of China[11231010] ; National Natural Science Foundation of China[11690015] ; National Natural Science Foundation of China[61472475] ; Central University of Finance and Economics[011650314014] ; Foundation of AcademicDiscipline Program at Central University of Finance and Economics[021150315024] ; Key Laboratory of RCSDS, CAS[2008DP173182]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000404197500001
出版者ELSEVIER SCIENCE BV
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/25863]  
专题应用数学研究所
通讯作者Sun, Liuquan
作者单位1.Cent Univ Finance & Econ, Sch Stat & Math, Beijing, Peoples R China
2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100190, Peoples R China
3.Renmin Univ China, Sch Stat, Beijing, Peoples R China
4.Univ Michigan, Dept Stat, Ann Arbor, MI 48109 USA
推荐引用方式
GB/T 7714		 Sun, Zhimeng,Sun, Liuquan,Lu, Xiaoling,et al. Frequentist model averaging estimation for the censored partial linear quantile regression model[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE,2017,189:1-15.
APA Sun, Zhimeng,Sun, Liuquan,Lu, Xiaoling,Zhu, Ji,&Li, Yongzhuang.(2017).Frequentist model averaging estimation for the censored partial linear quantile regression model.JOURNAL OF STATISTICAL PLANNING AND INFERENCE,189,1-15.
MLA Sun, Zhimeng,et al."Frequentist model averaging estimation for the censored partial linear quantile regression model".JOURNAL OF STATISTICAL PLANNING AND INFERENCE 189(2017):1-15.

入库方式： OAI收割

来源：数学与系统科学研究院

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