Pages that link to "Item:Q1882935"
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The following pages link to Quantile regression for longitudinal data (Q1882935):
Displaying 50 items.
- Linear quantile mixed models (Q111690) (← links)
- Robust estimation and regression with parametric quantile functions (Q111833) (← links)
- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808) (← links)
- Smoothed quantile regression for panel data (Q284303) (← links)
- Inferences in median regression models for asymmetric longitudinal data: a quasi-likelihood approach (Q288000) (← links)
- Bayesian joint quantile regression for mixed effects models with censoring and errors in covariates (Q311310) (← links)
- Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models (Q311643) (← links)
- Asymptotics of nonparametric L-1 regression models with dependent data (Q396018) (← links)
- Variable selection and coefficient estimation via composite quantile regression with randomly censored data (Q419227) (← links)
- Geoadditive expectile regression (Q433230) (← links)
- Quantile regression with doubly censored data (Q433239) (← links)
- Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization (Q433240) (← links)
- P-splines quantile regression estimation in varying coefficient models (Q464449) (← links)
- Efficient minimum distance estimator for quantile regression fixed effects panel data (Q476212) (← links)
- A Hausman-Taylor instrumental variable approach to the penalized estimation of quantile panel models (Q485563) (← links)
- Linear quantile regression models for longitudinal experiments: an overview (Q497095) (← links)
- Multiple quantile regression analysis of longitudinal data: heteroscedasticity and efficient estimation (Q512032) (← links)
- Smooth expectiles for panel data using penalized splines (Q517410) (← links)
- Asymptotics for panel quantile regression models with individual effects (Q528023) (← links)
- Long-tail longitudinal modeling of insurance company expenses (Q661252) (← links)
- Quantile regression for right-censored and length-biased data (Q692663) (← links)
- Quantile regression for longitudinal data with a working correlation model (Q693266) (← links)
- Bayesian regularized quantile structural equation models (Q730442) (← links)
- Robust penalized quantile regression estimation for panel data (Q736536) (← links)
- Robust tests for heteroskedasticity in the one-way error components model (Q737286) (← links)
- Quantile regression for dynamic panel data with fixed effects (Q738001) (← links)
- Set identification via quantile restrictions in short panels (Q738106) (← links)
- Quantile regression for longitudinal data based on latent Markov subject-specific parameters (Q746190) (← links)
- Quantile regression for nonlinear mixed effects models: a likelihood based perspective (Q779702) (← links)
- Smoothing combined estimating equations in quantile regression for longitudinal data (Q892456) (← links)
- Improving estimation efficiency in quantile regression with longitudinal data (Q894786) (← links)
- Sieve instrumental variable quantile regression estimation of functional coefficient models (Q898598) (← links)
- Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data (Q900835) (← links)
- Quantile regression of longitudinal data with informative observation times (Q901287) (← links)
- Quantile regression for mixed models with an application to examine blood pressure trends in China (Q902897) (← links)
- Estimating the model with fixed and random effects by a robust method (Q905235) (← links)
- Sparse estimation and inference for censored median regression (Q963882) (← links)
- Penalized quantile regression for dynamic panel data (Q989274) (← links)
- Regularized simultaneous model selection in multiple quantiles regression (Q1023905) (← links)
- Quantile regression in partially linear varying coefficient models (Q1043714) (← links)
- A quantile regression approach for estimating panel data models using instrumental variables (Q1046231) (← links)
- A Gaussian pseudolikelihood approach for quantile regression with repeated measurements (Q1623805) (← links)
- A semiparametric Bayesian approach for joint-quantile regression with clustered data (Q1623811) (← links)
- Bayesian model selection in ordinal quantile regression (Q1658985) (← links)
- Regularized quantile regression under heterogeneous sparsity with application to quantitative genetic traits (Q1659500) (← links)
- Set identification of panel data models with interactive effects via quantile restrictions (Q1667930) (← links)
- Bayesian analysis of penalized quantile regression for longitudinal data (Q1685287) (← links)
- Extending Bayesian structural time-series estimates of causal impact to many-household conservation initiatives (Q1728670) (← links)
- Joint modeling for mixed-effects quantile regression of longitudinal data with detection limits and covariates measured with error, with application to AIDS studies (Q1729298) (← links)
- A fast imputation algorithm in quantile regression (Q1729299) (← links)
