A fast imputation algorithm in quantile regression-Reference-Cited by-同舟云学术

A fast imputation algorithm in quantile regression

Published:2018-05-15 Issue:4 Volume:33 Page:1589-1603
ISSN:0943-4062
Container-title:Computational Statistics
language:en
Short-container-title:Comput Stat

Author:

Cheng Hao^ORCID,Wei Ying

Funder

NIH awards R01

NIH awards R03

NSF award

Publisher

Springer Science and Business Media LLC

Subject

Computational Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://link.springer.com/article/10.1007/s00180-018-0813-z/fulltext.html

Reference39 articles.

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3. Bang H, Robins JM (2005) Doubly robust estimation in missing data and causal inference models. Biometrics 61:962–972

4. Bassett GW, Chen H (2001) Portfolio style: return-based attribution using quantile regression. Empir Econ 26:293–305

5. Cao W, Tstiatis AA, Daviadian M (2009) Improving efficiency and robustness of doubly robust estimator for a population mean with incomplete data. Biometrika 96:723–734

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