Semiparametric Hierarchical Composite Quantile Regression

doi:10.1080/03610926.2012.755199

	Semiparametric Hierarchical Composite Quantile Regression
	Chen, Yanliang ; Tang, Man-Lai ; Tian, Maozai
	2015
发表期刊	COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
卷号	44 期号:5 页码:996-1012
摘要	In biological, medical, and social sciences, multilevel structures are very common. Hierarchical models that take the dependencies among subjects within the same level are necessary. In this article, we introduce a semiparametric hierarchical composite quantile regression model for hierarchical data. This model (i) keeps the easy interpretability of the simple parametric model; (ii) retains some of the flexibility of the complex non parametric model; (iii) relaxes the assumptions that the noise variances and higher-order moments exist and are finite; and (iv) takes the dependencies among subjects within the same hierarchy into consideration. We establish the asymptotic properties of the proposed estimators. Our simulation results show that the proposed method is more efficient than the least-squares-based method for many non normally distributed errors. We illustrate our methodology with a real biometric data set.
关键词	Composite quantile regression Hierarchical data MM algorithm Semiparametric model
DOI	10.1080/03610926.2012.755199
收录类别	SCI ; EI ; SCOPUS ; SCIE
ISSN	0361-0926
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000351220400009
出版者	TAYLOR & FRANCIS INC
EI入藏号	20151200662586
EI主题词	Regression analysis
原始文献类型	Journal article (JA)
EISSN	1532-415X
引用统计	被引频次：3[WOS] [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	http://ir.lzufe.edu.cn/handle/39EH0E1M/1839
专题	统计与数据科学学院
作者单位	1.Lanzhou Univ Finance & Econ, Sch Stat, Lanzhou, Peoples R China; 2.Hang Seng Management Coll, Dept Math & Stat, Shatin, Hong Kong, Peoples R China; 3.Renmin Univ China, Sch Stat, Beijing, Peoples R China
推荐引用方式 GB/T 7714	Chen, Yanliang,Tang, Man-Lai,Tian, Maozai. Semiparametric Hierarchical Composite Quantile Regression[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,2015,44(5):996-1012.
APA	Chen, Yanliang,Tang, Man-Lai,&Tian, Maozai.(2015).Semiparametric Hierarchical Composite Quantile Regression.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,44(5),996-1012.
MLA	Chen, Yanliang,et al."Semiparametric Hierarchical Composite Quantile Regression".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 44.5(2015):996-1012.