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

doi:10.1016/j.jspi.2017.04.001

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

	Frequentist model averaging estimation for the censored partial linear quantile regression model
	Sun, Zhimeng 1; Sun, Liuquan2 ; Lu, Xiaoling 3; Zhu, Ji 4; Li, Yongzhuang 1
刊名	JOURNAL OF STATISTICAL PLANNING AND INFERENCE
	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
DOI	10.1016/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
出版者	ELSEVIER SCIENCE BV
WOS记录号	WOS:000404197500001
内容类型	期刊论文
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.