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Estimation and inferences for varying coefficient partially nonlinear quantile models with censoring indicators missing at random

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  • Xiaoshuang Zhou

    (Dezhou University)

  • Peixin Zhao

    (Chongqing Technology and Business University)

Abstract

In this paper, we focus on the varying coefficient partially nonlinear quantile regression model when the response variable is right censored and the censoring indicator is missing at random. Based on the calibration and imputation estimation methods, the three-stage approaches are carried out to construct the estimators of the parameter vector in the nonlinear function part and the nonparametric varying-coefficient functions involved in the model. Under some appropriate conditions, the asymptotic properties of the proposed estimators are established. Simulation study and a real data analysis are performed to illustrate the performances of our proposed estimators.

Suggested Citation

  • Xiaoshuang Zhou & Peixin Zhao, 2022. "Estimation and inferences for varying coefficient partially nonlinear quantile models with censoring indicators missing at random," Computational Statistics, Springer, vol. 37(4), pages 1727-1750, September.
    • Handle: RePEc:spr:compst:v:37:y:2022:i:4:d:10.1007_s00180-021-01192-2
    DOI: 10.1007/s00180-021-01192-2
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    References listed on IDEAS

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    1. Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
    2. Xiaoshuang Zhou & Peixin Zhao & Xiuli Wang, 2017. "Empirical likelihood inferences for varying coefficient partially nonlinear models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(3), pages 474-492, February.
    3. Wang, Qihua & Shen, Junshan, 2008. "Estimation and confidence bands of a conditional survival function with censoring indicators missing at random," Journal of Multivariate Analysis, Elsevier, vol. 99(5), pages 928-948, May.
    4. Yan-Ting Xiao & Zhan-Shou Chen, 2018. "Bias-corrected estimations in varying-coefficient partially nonlinear models with measurement error in the nonparametric part," Journal of Applied Statistics, Taylor & Francis Journals, vol. 45(4), pages 586-603, March.
    5. Shen, Yu & Liang, Han-Ying, 2018. "Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random," Computational Statistics & Data Analysis, Elsevier, vol. 117(C), pages 1-18.
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