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Chen, X., Wan, A.T.K. and Zhou, Y. (2015) Efficient Quantile Regression Analysis with Missing Observations. Journal of the American Statistical Association, 110, 723-741.
https://doi.org/10.1080/01621459.2014.928219

has been cited by the following article:

• TITLE: Smoothed Empirical Likelihood Inference for Nonlinear Quantile Regression Models with Missing Response

  AUTHORS: Honghua Dong, Xiuli Wang

  KEYWORDS: Nonlinear Model, Quantile Regression, Smoothed Empirical Likelihood, Missing at Random

  JOURNAL NAME: Open Journal of Applied Sciences, Vol.13 No.6, June 29, 2023

  ABSTRACT: In this paper, three smoothed empirical log-likelihood ratio functions for the parameters of nonlinear models with missing response are suggested. Under some regular conditions, the corresponding Wilks phenomena are obtained and the confidence regions for the parameter can be constructed easily.