Truncated composite quantile regression with covariates measurement errors

• Published in: Communications in statistics. Simulation and computation Vol. 54; no. 7; pp. 2599 - 2616
• Main Authors: Xu, Hongxia, Qin, Mengting, Fan, Guoliang
• Format: Journal Article
• Language: English
• Published: Taylor & Francis 03.07.2025
• Subjects: Asymptotic normality; Bias correction; Composite quantile regression; Measurement error; Randomly truncated data

Truncated data and measurem ent error data are often encountered in practice. In this paper, we study two classes of truncated composite quantile regression with covariates measured with errors. We propose weighted composite quantile regression estimators of the slope parameters based on weights whi...