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

doi:10.1080/03610918.2016.1271892

CORC > 数学与系统科学研究院 > 中国科学院数学与系统科学研究院 > 应用数学研究所

	A resampling method by perturbing the estimating functions for quantile regression with missing data
	Zhang, Li 1; Lin, Cunjie 2; Zhou, Yong3,4
刊名	COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
	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
DOI	10.1080/03610918.2016.1271892
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
出版者	TAYLOR & FRANCIS INC
WOS记录号	WOS:000415033700050
内容类型	期刊论文
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.