Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153219 | Statistical Methodology | 2013 | 9 Pages |
Abstract
This paper develops a smoothed empirical likelihood (SEL)-based method to construct confidence intervals for quantile regression parameters with auxiliary information. First, we define the SEL ratio and show that it follows a Chi-square distribution. We then construct confidence intervals according to this ratio. Finally, Monte Carlo experiments are employed to evaluate the proposed method.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Xiaofeng Lv, Rui Li,